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Geman, Helyette
9
Siu, Tak Kuen
7
Atkinson, C.
6
Benth, Fred Espen
5
Chiarella, Carl
5
Forsyth, P.A.
5
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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Applied mathematical finance
352
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OLC EcoSci
352
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1
Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
20
(
2013
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010072038
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2
American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations
Boyarchenko, Svetlana
;
Levendorski, Sergei
- In:
Applied mathematical finance
20
(
2013
)
1
,
pp. 26-49
Persistent link: https://www.econbiz.de/10010072039
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3
Concentrated Equilibrium and Intraday Patterns in Financial Markets
Ishii, Ryosuke
;
Nishide, Katsumasa
- In:
Applied mathematical finance
20
(
2013
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10010072040
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4
Joint Modelling of Gas and Electricity Spot Prices
Frikha, Noufel
;
Lemaire, Vincent
- In:
Applied mathematical finance
20
(
2013
)
1
,
pp. 69-93
Persistent link: https://www.econbiz.de/10010072041
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5
Pricing Equity Swaps in an Economy with Jumps
Hinnerich, Mia
- In:
Applied mathematical finance
20
(
2013
)
2
,
pp. 94-117
Persistent link: https://www.econbiz.de/10010074806
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6
Stock Loans in Incomplete Markets
Grasselli, Matheus R.
;
Gmez, Cesar
- In:
Applied mathematical finance
20
(
2013
)
2
,
pp. 118-136
Persistent link: https://www.econbiz.de/10010074807
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7
Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization
Bowsher, Clive G.
;
Meeks, Roland
- In:
Applied mathematical finance
20
(
2013
)
2
,
pp. 137-166
Persistent link: https://www.econbiz.de/10010074808
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8
Option Replication in Discrete Time with Illiquidity
Matsumoto, Koichi
- In:
Applied mathematical finance
20
(
2013
)
2
,
pp. 167-190
Persistent link: https://www.econbiz.de/10010074809
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9
A Path-Independent Humped Volatility Model for Option Pricing
Costabile, Massimo
;
Massab, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010140084
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10
Exponential Lvy Models Extended by a Jump to Default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010140085
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