Results for Discipline:
Financial Planning, Accountancy
Hits 1-5 within 5 documents
Update rules for convex risk measures [journal article]
Source: Quantitative Finance, 8 (2008) 8. p.833-843
Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations [journal article]
Source: Quantitative Finance, 8 (2008) 4. p.353-361
Modelling bonds and credit default swaps using a structural model with contagion [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.669-680
Pricing a class of exotic commodity options in a multi-factor jump-diffusion model [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.471-483
Bond Pricing when the Short-Term Interest Rate Follows a Threshold Process [journal article]
Source: Quantitative Finance, 8 (2008) 8. p.811-822