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How does the Eurodollar interest rate behave?
DiMatteo, Tiziana; Aste, Tomaso - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 107-122
Persistent link: https://www.econbiz.de/10001657433
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Cluster analysis for non-Gaussian locally stationary processes
Hirukawa, Junichi - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10003285948
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A random cluster process approach to collective market dynamics with local interactions
Cai, Haiyan; Chen, Kang - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 251-266
Persistent link: https://www.econbiz.de/10003855785
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J. - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438710
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On the rate of information absorption in the conditional variance of SES dual listed stocks
Fong, Wai-mun; Chng, Pheng Lui - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 205-217
Persistent link: https://www.econbiz.de/10001484695
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Estimation in continuous-time stochastic volatility models using nonlinear filters
Nygaard Nielsen, Jan; Vestergaard, Martin - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 279-308
Persistent link: https://www.econbiz.de/10001484701
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Worst-case scenarios for American options
Buff, Robert - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
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Mean-reverting stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 101-142
Persistent link: https://www.econbiz.de/10001488358