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Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671
Persistent link: https://www.econbiz.de/10006691645
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Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
Hilliard, Jimmy E.; Reis, Jorge - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10006700984
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Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique
Hilliard, Jimmy E.; Kau, James B.; Slawson Jr, V.Carlos - In: Real estate economics : journal of the American Real … 26 (1998) 3, pp. 431-468
Persistent link: https://www.econbiz.de/10006917835
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On the Statistical Significance of Event Effects on Unsystematic Volatility
Hilliard, Jimmy E.; Savickas, Robert - In: The journal of financial research : a publ. of the … 25 (2002) 4, pp. 447-462
Persistent link: https://www.econbiz.de/10006825018
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Pricing Currency Options Under Stochastic Interest Rates and Jump Diffusion Processes
Doffou, Ako; Hilliard, Jimmy E. - In: The journal of financial research : a publ. of the … 24 (2001) 4, pp. 565-586
Persistent link: https://www.econbiz.de/10006829580
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An empirical analysis of multi-period hedges: Applications to commercial and investment assets
Hilliard, Jimmy E.; Huang, Pinghsun - In: The journal of futures markets 25 (2005) 6, pp. 587-606
Persistent link: https://www.econbiz.de/10006813557
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Pricing a clas of American and European path dependent securities
Hilliard, Jimmy E.; Kau, James B.; Keenan, Donald C.; … - In: Management science : journal of the Institute for … 41 (1995) 12, pp. 1892-1899
Persistent link: https://www.econbiz.de/10006104132
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Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry
Bertus, Mark; Godbey, Jonathan; Hilliard, Jimmy E. - In: The journal of futures markets 29 (2009) 8, pp. 736-756
Persistent link: https://www.econbiz.de/10008265736
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Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue
Chance, Don M.; Hillebrand, Eric; Hilliard, Jimmy E. - In: Management science : journal of the Institute for … 54 (2008) 5, pp. 1015-1028
Persistent link: https://www.econbiz.de/10008045596
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Bivariate Binomial Options Pricing with Generalized Interest Rate Processes
Hilliard, Jimmy E.; Schwartz, Adam L.; Tucker, Alan L. - In: The journal of financial research : a publ. of the … 19 (1996) 4, pp. 585-602
Persistent link: https://www.econbiz.de/10007319532