Results for Discipline:
Basic Research, General Concepts and History of Economics
Hits 21-25 within 25 documents
On the structure of Gaussian pricing models and Gaussian Markov functional models [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.487-496
A Multivariate Jump-Driven Financial Asset Model [journal article]
Source: Quantitative Finance, 6 (2006) 5. p.385-402
Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.705-722
Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise [journal article]
Source: Quantitative Finance, 10 (2010) 1. p.39-47
Enhanced policy iteration for American options via scenario selection [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.135-146