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OLC EcoSci
ECONIS (ZBW)
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Pricing interest rate derivatives under stochastic volatility
Tahani, Nabil
;
Li, Xiaofei
- In:
Managerial finance
37
(
2011
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10008768378
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2
Valuing credit derivatives using Gaussian quadrature: A stochastic volatility framework
Tahani, Nabil
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 3-36
Persistent link: https://www.econbiz.de/10006819201
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3
Exotic Geometric Average Options Pricing under Stochastic Volatility
Tahani, Nabil
- In:
Applied mathematical finance
20
(
2013
)
3
,
pp. 229-245
Persistent link: https://www.econbiz.de/10010140086
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4
CREDIT SPREAD OPTION VALUATION UNDER GARCH
Tahani, Nabil
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10007296023
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Freedom at 55 or drudgery till 70?
Tahani, Nabil
;
Robinson, Chris
- In:
Financial services review : the journal of individual …
19
(
2010
)
4
,
pp. 275-285
Persistent link: https://www.econbiz.de/10009252328
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6
Heterogeneous basket options pricing using analytical approximations
Dionne, Georges
;
Gauthier, Genevieve
;
Ouertani, Nadia
; …
- In:
Multinational finance journal : MF ; quarterly …
15
(
2011
)
1/2
,
pp. 47-85
Persistent link: https://www.econbiz.de/10009879332
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7
Agricultural lending and early warning models of bank failures for the late 2000s Great Recession
Li, Xiaofei
;
Escalante, Cesar L.
;
Epperson, James E.
; …
- In:
Agricultural finance review
73
(
2013
)
1
,
pp. 119-135
Persistent link: https://www.econbiz.de/10010185213
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8
Modeling the Dynamics of Credit Spreads with Stochastic Volatility
Jacobs, Kris
;
Li, Xiaofei
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1176-1188
Persistent link: https://www.econbiz.de/10008063951
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9
The challenges facing young workers during rural labor transition
Li, Xiaofei
;
Liu, Chengfang
;
Luo, Renfu
;
Zhang, Linxiu
; …
- In:
China agricultural economic review : publ. in …
2
(
2010
)
2
,
pp. 185-199
Persistent link: https://www.econbiz.de/10009920181
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