Author: Donnelly Catherine
Publisher: Routledge Ltd
ISSN: 1466-4313
Source: Applied Mathematical Finance, Vol.18, Iss.6, 2011-12, pp. : 491-515
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Vulnerable Derivatives and Good Deal Bounds: A Structural Model
Applied Mathematical Finance, Vol. 20, Iss. 3, 2013-07 ,pp. :
Finite-dimensional Realizations of Regime-switching HJM Models
Applied Mathematical Finance, Vol. 15, Iss. 4, 2008-08 ,pp. :
Consistency of maximum likelihood estimators for the regime-switching GARCH model
By Xie Yingfu
Statistics, Vol. 43, Iss. 2, 2009-04 ,pp. :