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Risk Control of Mean-Reversion...
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CAPM
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Papanicolaou, George
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Akat, Muzaffer
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
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Pricing and modeling credit derivatives
Akat, Muzaffer
;
Almeida, Caio
;
Papanicolaou, George
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003591179
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