7 research outputs found
A Comparison of Bond Pricing Models in the Pricing of Credit Risk
- Author
- A Dickey
- Arthur D Warga
- Bekaert
- Black
- Cliiord A Ball
- Clive W J Granger
- Darrell Duue
- Darrell Duue
- Darrell Duue
- Darrell Duue
- Darrell Duue
- Darrell Duue
- David A Dickey
- Edward I Altman
- Gregory R Duuee
- Gregory R Duuee
- Jerome S Fons
- Jerry L Stevens
- John C Cox
- John C Cox
- John C Cox
- Kenneth P Nunn
- Lars P Hansen
- Lea V Carty
- Lea V Carty
- Les Clewlow
- Martin D D Evans
- Martin S Fridson
- Matt Pritsker
- Michael J Brennan
- Miikka Petteri Tauren
- Neil D Pearson
- O&apos
- Oded Sarig
- Oldrich Vasicek
- Philip Schh Onbucher
- Philippe Artzner
- Riccardo Rebonato
- Richard Stanton
- Robert E Cumby
- Sanjiv R Das
- Soren S Nielsen
- Stephen J Brown
- Stijn Claessens
- Uri L Dothan
- Wayne E Ferson
- Whitney K Newey
- Yacine Ait-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1999
- Field of study
No full textA Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
- Author
- A B Sanders
- B Oksendal
- C S Jones
- D A Chapman
- Darrell Duue
- Darrell Duue
- Darrell Duue
- David Heath
- E Hille
- Eugene F Fama
- Francis Longstaa
- G N Milshtein
- G N Milshtein
- Jacob (Kobi) Boudoukh
- Jacob Boudoukh
- John C Cox
- John Campbell
- John Campbell
- John Huizinga
- Jonathan Ingersoll
- K C Chan
- Lars Hansen
- M Pritsker
- Matthew P. Richardson
- Michael Brennan
- Michael Gibbons
- Neal Pearson
- Qiang Dai
- Ren-Raw Chen
- Richard H. Stanton
- Richard Stanton
- Robert C Klemkosky
- Robert F Stambaugh
- Robert F. Whitelaw
- Robert Litterman
- Robin Brenner
- Stephen Brown
- Stephen Schaefer
- T Andersen
- Timothy Conley
- Walter Torous
- Yacine Ait-Sahalia
- Yacine Ait-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1999
- Field of study
No full textSpecification Analysis of Continuous Time Models in Finance
- Author
- A Gallant
- A Gallant
- A Gallant
- A Gallant
- A Gallant
- A Gallant
- A Gallant
- A Gallant
- A Gallant
- A Gallant
- A Gallant
- A T-Sahalia
- A T-Sahalia
- A. Ronald Gallant
- Andrew Lo
- Beth F Ingram
- C Gourieroux
- D Nelson
- Darrell Duue
- Darrell Duue
- Darrell Duue
- E J Hannan
- G Schwarz
- George E. Tauchen
- George Tauchen
- George Tauchen
- I Karatzas
- John C Cox
- K C Chan
- Kees G Koedijk
- Lars Hansen
- Laurence Broze
- Peter E Kloeden
- Peter K Clark
- Robert F Engle
- Tim Conley
- Victor M Fenton
- Victor M Fenton
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1997
- Field of study
No full textPricing the Strategic Value of Poison Put Bonds
- Author
- Alexander David
- Ariel Rubinstein
- Arthur Warga
- Ben Weberman
- Black
- Chungsheng Zhou
- Cliiord W Smith
- Darell Duue
- Darrell Duue
- Dilip B Madan
- Douglas O Cook
- E Jones
- Eric Briys
- Eyal Winter
- Francis A Longstaa
- George W Fenn
- Hayne E Leland
- Investor Moody&apos
- J Harrison
- J Ostroy
- John C Harsanyi
- John Sutton
- Julian Franks
- K C Chan
- Kenneth B Dunn
- Lawerence A Weiss
- Leland Crabbe
- Mark Carey
- Matthew Wrinkler
- Michael J Brennan
- Morris H Degroot
- Oldrich Vasicek
- Pierre Mella-Berral
- Robert C Merton
- Robert Nash
- Ronald W Anderson
- Sergiu Hart
- Varouj A Aivazian
- Yacov Z Bergman
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1998
- Field of study
No full textThe Potential Approach to Bond and Currency Pricing
- Author
- A M Mathai
- Alan Stuart
- B Flesaker
- Bjorn Holmquist
- D Hsieh
- D R Beaglehole
- Darrell Duue
- Darrell Duue
- David Backus
- David Backus
- David Backus
- David Backus
- David Heath
- Dong-Hyun Ahn
- Dong-Hyun Ahn
- Eugene Fama
- F A Longstaa
- F E Black
- F Jamshidian
- F Jamshidian
- G M Constantinides
- H G Fong
- J C Cox
- J F O Bilson
- J Hull
- J Sa A-Requejo
- K Amin
- L C G Rogers
- L C G Rogers
- L C G Rogers
- L P Hansen
- Liuren Wu
- M J Brennan
- Markus Leippold
- Merran Evans
- N El Karoui
- N El Karoui
- O A Vasicek
- Qiang Dai
- R E Cumby
- R J Hodrick
- Rabi N Bhattacharya
- S Babbs
- S Babbs
- S F Richard
- S F Schaefer
- T S Y Ho
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1999
- Field of study
No full textUniqueness of Asset Prices in an Exchange Economy with Unbounded Utility
- Author
- Andrew Mas-Colell
- Christian Gilles
- Christian Gilles
- Darrell Duue
- Franklin Allen
- Gerald B Folland
- Ivar Ekeland
- Jean Tirole
- Jean Tirole
- Lawrence M Benveniste
- Manuel S Santos
- Michihiro Kandori
- Narayana R Kocherlakota
- Olivier J Blanchard
- Paul M Romer
- Philippe Michel
- Philippe Weil
- Rajnish Mehra
- Robert E Lucas
- T Bewley
- Takashi Kamihigashi
- William A Brock
- William A Brock
- William A Brock
- William A Brock
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1997
- Field of study
No full textEstimation of Stochastic Volatility Models with Diagnostics
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/1997
- Field of study
No full text
