Period of time: 2014年2期
Publisher: Routledge Ltd
Founded in: 1994
Total resources: 71
ISSN: 1466-4313
Subject: O Mathematical Sciences and Chemical
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Applied Mathematical Finance,volume 12,issue 2
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Consistency Problems for Jump‐diffusion Models
By Bayraktar Erhan,Chen Li,Poor H. Vincent in (2005)
Applied Mathematical Finance,volume 12,issue 2 , Vol. 12, Iss. 2, 2005-06 , pp.Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy
By Chung San,Yang Hsiao in (2005)
Applied Mathematical Finance,volume 12,issue 2 , Vol. 12, Iss. 2, 2005-06 , pp.Stochastic Volatility Model with Time‐dependent Skew
By Piterbarg Vladimir in (2005)
Applied Mathematical Finance,volume 12,issue 2 , Vol. 12, Iss. 2, 2005-06 , pp.Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis
By Mancino Maria Elvira,Renò Roberto in (2005)
Applied Mathematical Finance,volume 12,issue 2 , Vol. 12, Iss. 2, 2005-06 , pp.