5 research outputs found
Detecting Money Market Bubbles
- Author
- A Berg
- A Gnoatto
- A Lewis
- A M Cox
- A Mijatovi�cmijatovi�c
- A P Dempster
- A P Jarrow
- B Eraker
- C A Sin
- C Gilles
- C Gilles
- C Jones
- D B Nelson
- D H Ahn
- D Heath
- D J Spiegelhalter
- D S Bates
- E Jacquier
- E Platen
- E Platen
- E Platen
- E Platen
- E Platen
- Eckhard Platen
- F Delbaen
- F Delbaen
- G Bakshi
- G G Drimus
- G Schwarz
- H Akaike
- H Hulley
- H Hulley
- I Karatzas
- I Karatzas
- J B Long
- J Baldeaux
- J Baldeaux
- J Da Fonseca
- J Kelly
- J Liu
- J M Bernardo
- J M Bernardo
- Jan F. Baldeaux
- K Ignatieva
- K X Huang
- Katja Ignatieva
- L B G Andersen
- M Broadie
- M Johannes
- M Loewenstein
- N Metropolis
- P Christoffersen
- P Christoffersen
- P Protter
- R A Jarrow
- R Jarrow
- R Jarrow
- S Geman
- S Heston
- S Kullback
- S L Heston
- S L Heston
- W R Gilks
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
No full textA Hybrid Model for Pricing and Hedging of Long Dated Bonds
- Author
- A Lim
- B W Silverman
- C Ceci
- C Pintoux
- D Brigo
- D Filipovic
- D Florens-Zmirou
- D H Ahn
- E O Thorp
- E Platen
- E Platen
- E Platen
- E Platen
- Eckhard Platen
- F A Longstaff
- F A Longstaff
- F A Longstaff
- F Black
- F Jamshidian
- G Jiang
- H Latan�
- H Markowitz
- H R K�nsch
- I Karatzas
- J B Long
- J Baldeaux
- J Cox
- J Cox
- J Hull
- J Jacod
- J Peng
- J R Kelly
- Jan F. Baldeaux
- K C Chan
- K Du
- K Ignatieva
- K Ramaswamy
- Katja Ignatieva
- L Breiman
- L U Dothan
- M Abramowitz
- M Buchwalder
- M Craddock
- M J Brennan
- M J Brennan
- M J Brennan
- M Jeanblanc
- M Musiela
- M P Wand
- Man Chung Fung
- O Vasicek
- P Carr
- P Nowak
- P Soulier
- R Gibson
- R Merton
- R Rebonato
- R Stanton
- S Miller
- V Epanechnikov
- Z Botev
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
No full textA Hybrid Model for Equity Indices and Stochastic Interest Rates
- Author
- B W Silverman
- C Pintoux
- D Brigo
- D Filipovic
- D Florens-Zmirou
- D H Ahn
- E O Thorp
- E Platen
- E Platen
- E Platen
- E Platen
- Eckhard Platen
- F A Longstaff
- F A Longstaff
- F A Longstaff
- F Black
- F Jamshidian
- G Jiang
- H Latan�
- H Markowitz
- H R K�nsch
- I Karatzas
- J B Long
- J Baldeaux
- J Cox
- J Cox
- J Hull
- J Jacod
- J R Kelly
- Jan F. Baldeaux
- K C Chan
- K Ignatieva
- K Ramaswamy
- Katja Ignatieva
- L A Grzelak
- L A Grzelak
- L A Grzelak
- L Breiman
- L U Dothan
- M Abramowitz
- M Craddock
- M J Brennan
- M J Brennan
- M J Brennan
- M Jeanblanc
- M Musiela
- M P Wand
- Man Chung Fung
- O Vasicek
- P Carr
- P Soulier
- R Gibson
- R Merton
- R Rebonato
- R Stanton
- S Miller
- V Epanechnikov
- Z Botev
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
No full textA Tractable Model for Indices Approximating the Growth Optimal Portfolio
- Author
- A Lewis
- B Dupire
- B W Silverman
- C Fontana
- C Kardaras
- D Becherer
- D Duffie
- D Florens-Zmirou
- D Heath
- D Revuz
- D Scott
- E Derman
- E O Thorp
- E Platen
- E Platen
- E Platen
- E Platen
- E Platen
- E Platen
- Eckhard Platen
- F Black
- F Delbaen
- F Delbaen
- G Jiang
- H Hulley
- H Hulley
- H Hulley
- H Latan�
- H Markowitz
- H R K�nsch
- I Karatzas
- J B Long
- J Cox
- J Jacod
- J Pitman
- J R Kelly
- Jan F. Baldeaux
- K Ignatieva
- Katja Ignatieva
- L Breiman
- L Maclean
- M Loewenstein
- M P Wand
- M Schroder
- N Johnson
- P Carr
- P Soulier
- R Brown
- R Brown
- R Merton
- R Stanton
- S Heston
- V Epanechnikov
- Z Botev
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
No full textPricing Currency Derivatives Under the Benchmark Approach
- Author
- A Castagna
- A De Col
- A Itkin
- A L Lewis
- A Mijatovi�cmijatovi�c
- D Ahn
- D Duffie
- E Bayraktar
- E Platen
- E Platen
- E Platen
- E Platen
- E Platen
- E Platen
- Eckhard Platen
- F Delbaen
- G Bakshi
- G Bakshi
- G G Drimus
- H Hulley
- I Clark
- I Karatzas
- I Karatzas
- J Da Fonseca
- J Da Fonseca
- Jan F. Baldeaux
- L B G Andersen
- L Chan
- M Abramowitz
- M Christensen
- M Loewenstein
- Martino Grasselli
- P Carr
- P Spencer
- R Beneder
- S Heston
- S L Heston
- U Wystup
- W Feller
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
No full text
