Suchergebnisse für das Fachgebiet:
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Ergebnisse 1-10 innerhalb von 12 Dokumenten
Solvable Local and Stochastic Volatility Models: Supersymmetric Methods in Option Pricing [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 5. S.525-535
Public preferences for rural policy reform: evidence from Scottish surveys [Zeitschriftenartikel]
Quelle: Regional Studies, 44 (2010) 5. S.609-626
Least Squares Importance Sampling for Monte Carlo Security Pricing [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 5. S.485-497
On Option Pricing Models in the Presence of Heavy Tails [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 5. S.563-573
Volatility transmission patterns and terrorist attacks [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 5. S.607-619
Black-Scholes theory for an underlying with multiple attractors [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 5. S.453-457
On the structure of Gaussian pricing models and Gaussian Markov functional models [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 5. S.487-496
Capital allocation for credit portfolios with kernel estimators [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 5. S.581-595
A Multivariate Jump-Driven Financial Asset Model [Zeitschriftenartikel]
Quelle: Quantitative Finance, 6 (2006) 5. S.385-402
Pricing a class of exotic commodity options in a multi-factor jump-diffusion model [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 5. S.471-483