Volume 8; Issue 6

Quantitative Finance

Volume 8; Issue 6
1

Coupling smiles

Durrleman, Valdo, El Karoui, Nicole
Journal:
Quantitative Finance
Année:
2008
Langue:
english
Fichier:
PDF, 2.30 MB
english, 2008
2

Local likelihood estimators in a regression model for stock returns

Jönck, Uwe Christian
Journal:
Quantitative Finance
Année:
2008
Langue:
english
Fichier:
PDF, 951 KB
english, 2008
3

Employee stock option valuation with repricing features

Leung, Kwai Sun, Kwok, Yue Kuen
Journal:
Quantitative Finance
Année:
2008
Langue:
english
Fichier:
PDF, 350 KB
english, 2008
4

Hybrid versus highbred: combined economic models with time-series analyses

Leon Li, Ming-Yuan
Journal:
Quantitative Finance
Année:
2008
Langue:
english
Fichier:
PDF, 309 KB
english, 2008
5

Enhancing hedging performance with the spanning polynomial projection

Chen, An-Sing, Liu, Yan-Zhen
Journal:
Quantitative Finance
Année:
2008
Langue:
english
Fichier:
PDF, 234 KB
english, 2008
6

A multifactor volatility Heston model

Da Fonseca, JosÉ, Grasselli, Martino, Tebaldi, Claudio
Journal:
Quantitative Finance
Année:
2008
Langue:
english
Fichier:
PDF, 262 KB
english, 2008
7

Individual asset liability management

Medova, E. A., Murphy, J. K., Owen, A. P., Rehman, K.
Journal:
Quantitative Finance
Année:
2008
Langue:
english
Fichier:
PDF, 2.82 MB
english, 2008