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1
CB: time dependent Markov model for pricing convertible bonds
Kariya, Takeaki
;
Tsuda, Hiroshi
- In:
Asia-Pacific financial markets
7
(
2000
)
3
,
pp. 239-259
Persistent link: https://www.econbiz.de/10001508546
Saved in:
2
Bayesian estimation of capital asset pricing models with many assets
Smith, Michael S.
;
Smith, Tom
;
Kohn, Robert
-
1999
Persistent link: https://www.econbiz.de/10001404800
Saved in:
3
Ergodicity, state prices, and long bond returns
Tessitore, Anthony
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 85-91
Persistent link: https://www.econbiz.de/10001240795
Saved in:
4
Term structure models driven by general Lévy processes
Eberlein, Ernst
;
Raible, Sebastian
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10001363481
Saved in:
5
Monotonicities in a Markov chain model for valuing corporate bonds subject to credit risk
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 229-247
Persistent link: https://www.econbiz.de/10001245921
Saved in:
6
Stochastic taxation and asset pricing in dynamic general equilibrium
Sialm, Clemens
-
2000
Persistent link: https://www.econbiz.de/10001572327
Saved in:
7
Stock market volatility and the business cycle
Shawky, Hany A.
- In:
Research in finance
15
(
1997
),
pp. 137-168
Persistent link: https://www.econbiz.de/10001226619
Saved in:
8
Anomalous PDEs in Markov chains : domains of validity and numerical solutions
Norberg, Ragnar
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755588
Saved in:
9
A partially observed model for micromovement of asset prices with Bayes estimation via filtering
Zeng, Yong
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 411-444
Persistent link: https://www.econbiz.de/10001782290
Saved in:
10
Robust parameter estimation for asset price models with Markov modulated volatilities
Elliott, Robert J. R.
;
Malcolm, W. P.
;
Tsoi, Allanus H.
- In:
Journal of economic dynamics & control
27
(
2003
)
8
,
pp. 1391-1409
Persistent link: https://www.econbiz.de/10001736104
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