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Finding Generators for Markov...
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Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
Israel, Robert B.
;
Rosenthal, Jeffrey S.
;
Wei, Jason
- In:
Mathematical finance : an international journal of …
11
(
2001
)
2
,
pp. 245-265
Persistent link: https://www.econbiz.de/10001650927
Saved in:
2
Asymptotic variance and convergence rates of nearly-periodic Markow chain Monte Carlo algorithms
Rosenthal, Jeffrey S.
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
461
,
pp. 169-177
Persistent link: https://www.econbiz.de/10001754701
Saved in:
3
Valuation of discrete barrier options by interpolations
Wei, Jason
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10001248809
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4
Cross-currency bond options pricing
Wei, Jason
- In:
Research in finance
14
(
1996
),
pp. 219-249
Persistent link: https://www.econbiz.de/10001213080
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5
Pricing options on foreign assets when interest rates are stochastic
Wei, Jason
- In:
Advances in international banking and finance
1
(
1995
),
pp. 67-89
Persistent link: https://www.econbiz.de/10001194433
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6
Pricing Nikkei put warrants
Wei, Jason
- In:
Journal of multinational financial management
2
(
1992
)
2
,
pp. 45-75
Persistent link: https://www.econbiz.de/10001142805
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7
A simple approach to bond option pricing
Wei, Jason
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 131-160
Persistent link: https://www.econbiz.de/10001218569
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8
Valuing differential swaps
Wei, Jason
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 64-76
Persistent link: https://www.econbiz.de/10001219481
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9
A multi-factor, credit migration model for sovereign and corporate debts
Wei, Jason
- In:
Journal of international money and finance
22
(
2003
)
5
,
pp. 709-735
Persistent link: https://www.econbiz.de/10001787735
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10
Capitalism's growth imperative
Gordon, Myron J.
;
Rosenthal, Jeffrey S.
- In:
Cambridge journal of economics
27
(
2003
)
1
,
pp. 25-48
Persistent link: https://www.econbiz.de/10001729408
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