Hits 31-40 within 59 documents
Credit contagion and credit risk [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.373-382
Multi-asset minority games [journal article]
Source: Quantitative Finance, 8 (2008) 3. p.225-231
Value versus Growth: Stochastic Dominance Criteria [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.693-704
Pricing and capital requirements for with profit contracts: modelling considerations [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.803-817
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
Local Likelihood Estimators in a Regression Model for Stock Returns [journal article]
Source: Quantitative Finance, 8 (2008) 6. p.619-635
A comparison of biased simulation schemes for stochastic volatility models [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.177-194
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