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Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 3, pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
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Poverty, climate change and weather-indexed bonds
Atta-Mensah, Joseph - In: Journal of mathematical finance 6 (2016) 2, pp. 275-292
Persistent link: https://www.econbiz.de/10011544478
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The valuation of infrastructure index bonds
Atta-Mensah, Joseph - In: Journal of mathematical finance 5 (2015) 4, pp. 328-336
Persistent link: https://www.econbiz.de/10011438569
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Interest-rate modeling conundrums
Lin, Peter C. L. - In: Journal of mathematical finance 4 (2014) 5, pp. 328-332
Persistent link: https://www.econbiz.de/10011312409
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The contrastive analysis of China's bond financing and stock financing : based on PVAR model
Shen, Shichang; Wu, Ying - In: Journal of mathematical finance 8 (2018) 3, pp. 527-534
Persistent link: https://www.econbiz.de/10011968711
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Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert - In: Journal of mathematical finance 3 (2013) 3, pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
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Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.; Thavaneswaran, Aerambamoorthy - In: Journal of mathematical finance 3 (2013) 2, pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
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A simple method to price window reset options
Hsiao, Yi-long - In: Journal of mathematical finance 3 (2013) 1, pp. 96-102
Persistent link: https://www.econbiz.de/10010240821
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Closed-form approximate solutions of window barrier options with term-structure volatility and interest rates using the boundary integral method
Hsiao, Yi-long - In: Journal of mathematical finance 2 (2012) 4, pp. 291-302
Persistent link: https://www.econbiz.de/10009725339
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The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure - In: Journal of mathematical finance 2 (2012) 4, pp. 280-290
Persistent link: https://www.econbiz.de/10009725340