Applied Mathematical Finance,volume 19,issue 4  (09-2014)

Period of time： 2014年4期

Publisher： Routledge Ltd

Founded in： 1994

Total resources： 71

ISSN： 1466-4313

Subject： O Mathematical Sciences and Chemical

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Applied Mathematical Finance,volume 19,issue 4

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Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean

By Gzyl Henryk,Mayoral Silvia in (2012)

Applied Mathematical Finance,volume 19,issue 4 , Vol. 19, Iss. 4, 2012-09 , pp. 299-312

Routledge Ltd

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A General Formula for Option Prices in a Stochastic Volatility Model

By Chin Stephen,Dufresne Daniel in (2012)

Applied Mathematical Finance,volume 19,issue 4 , Vol. 19, Iss. 4, 2012-09 , pp. 313-340

Routledge Ltd

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On the Spurious Correlation Between Sample Betas and Mean Returns

By Levy Moshe in (2012)

Applied Mathematical Finance,volume 19,issue 4 , Vol. 19, Iss. 4, 2012-09 , pp. 341-360

Routledge Ltd

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Pricing Fixed-Income Securities in an Information-Based Framework

By Hughston Lane P.,Macrina Andrea in (2012)

Applied Mathematical Finance,volume 19,issue 4 , Vol. 19, Iss. 4, 2012-09 , pp. 361-379

Routledge Ltd

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Total 4 item(s)