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~isPartOf:"Annals of financial economics"
~subject:"Stochastic process"
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Pricing options under stochastic interest rate and the Frasca-Farina process : a simple, explicit formula
Alghalith, Moawia
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012650873
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Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
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