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Changes in regime and the term structure : a note
Driffill, John - In: Journal of economic dynamics & control 16 (1992) 1, pp. 165-173
Persistent link: https://www.econbiz.de/10001115961
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Testing the term structure of interest rates using a stationary vector autoregression with regime switching
Sola, Martin - In: Journal of economic dynamics & control 18 (1994) 3, pp. 601-628
Persistent link: https://www.econbiz.de/10001160926
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Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning; Li, Chenxu; Shi, Chao - In: Journal of economic dynamics & control 127 (2021), pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
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Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu; Ye, Yongxin - In: Journal of economic dynamics & control 107 (2019), pp. 1-32
Persistent link: https://www.econbiz.de/10012312643