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Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij; Tertychnyi, Maksym; Hoang, Winsor - In: Journal of mathematical finance 4 (2014) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
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Solution of stochastic non-homogeneous linear first-order difference equations
Kadry, Seifedine; El Hami, Abdelkhalak - In: Journal of mathematical finance 4 (2014) 4, pp. 245-248
Persistent link: https://www.econbiz.de/10011312422
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A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred; Omoregbe, Nicholas Amienwan; … - In: Journal of mathematical finance 4 (2014) 4, pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
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Bayesian testing for asset volatility persistence on multivariate stochastic volatility models
Li, Yong; Peng, Fang-ping; Xu, Hao-feng - In: Journal of mathematical finance 2 (2012) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10009668272
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The analysis of real data using a stochastic dynamical system able to model spiky prices
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: Journal of mathematical finance 2 (2012) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10009668291
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Stochastic convergence in regional economic activity
Hashemi, Fariba - In: Journal of mathematical finance 1 (2011) 3, pp. 125-131
Persistent link: https://www.econbiz.de/10009668515
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European option pricing for a stochastic volatility Lévy model with stochastic interest rates
Pinkham, Sarisa; Pairote Sattayatham - In: Journal of mathematical finance 1 (2011) 3, pp. 98-108
Persistent link: https://www.econbiz.de/10009668518
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Stochastic volatility jump-diffusion model for option pricing
Makate, Nothiya; Pairote Sattayatham - In: Journal of mathematical finance 1 (2011) 3, pp. 90-97
Persistent link: https://www.econbiz.de/10009668519
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Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan - In: Journal of mathematical finance 1 (2011) 3, pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
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A liability tracking approach to long term management of pension funds
Ieda, Masashi; Yamashita, Takashi; Nakano, Yumiharu - In: Journal of mathematical finance 3 (2013) 3, pp. 392-400
Persistent link: https://www.econbiz.de/10010239531