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A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 119-125
Persistent link: https://www.econbiz.de/10001220282
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Markov-Switching models for exchange-rate dynamics and the pricing of foreign-currency options
Kaehler, Jürgen - In: Econometric analysis of financial markets, (pp. 203-230). 1994
Persistent link: https://www.econbiz.de/10001284428
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
Kaehler, Jürgen; Marnet, Volker - 1993
Persistent link: https://www.econbiz.de/10011619959
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Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
Kähler, Jürgen; Marnet, Volker - 1993
Persistent link: https://www.econbiz.de/10013427891
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The distribution of currency futures price changes : a two-piece mixture of normals approach
Pan, Ming-Shiun - In: International review of economics & finance : IREF 4 (1995) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10001178037
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Do currency futures prices follow random walks?
Pan, Ming-Shiun - In: Journal of empirical finance 4 (1997) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
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The distribution of standardized futures price changes
Venkateswaran, Meenakshi - In: The journal of futures markets 13 (1993) 3, pp. 279-298
Persistent link: https://www.econbiz.de/10001145992
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The probability distribution of futures prices in the foreign exchange market : a comparison of candidate processes
Fujihara, Roger Arnold - In: The journal of futures markets 10 (1990) 6, pp. 623-641
Persistent link: https://www.econbiz.de/10001095875
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An improved facility layout construction method
Hale, Trevor S.; Huq, Faizul; Jipkin, Ian - In: International journal of production research 50 (2012) 15, pp. 4271-4278
Persistent link: https://www.econbiz.de/10009621268