Hits 31-40 within 59 documents
Black-Scholes theory for an underlying with multiple attractors [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.453-457
On the structure of Gaussian pricing models and Gaussian Markov functional models [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.487-496
A comparison of biased simulation schemes for stochastic volatility models [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.177-194
What Pieces of Limit Order Book Information Matter in Explaining Order Choice by Patient and Impatient Traders? [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.527-545
Capital allocation for credit portfolios with kernel estimators [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.581-595
Investment strategies in the long run with proportional transaction costs and HARA utility function [journal article]
Source: Quantitative Finance, 9 (2009) 2. p.231-242
Local Likelihood Estimators in a Regression Model for Stock Returns [journal article]
Source: Quantitative Finance, 8 (2008) 6. p.619-635
There's more to volatility than volume [journal article]
Source: Quantitative Finance, 6 (2006) 5. p.371-384
An empirical analysis of multivariate copula models [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.839-854
Bond Pricing when the Short-Term Interest Rate Follows a Threshold Process [journal article]
Source: Quantitative Finance, 8 (2008) 8. p.811-822