2

THE GARCH OPTION PRICING MODEL

Year:
1995
Language:
english
File:
PDF, 960 KB
english, 1995
3

Pricing Foreign Currency and Cross-Currency Options Under GARCH

Year:
1999
Language:
english
File:
PDF, 246 KB
english, 1999
5

A public good approach to credit ratings – From concept to reality

Year:
2012
Language:
english
File:
PDF, 191 KB
english, 2012
7

Norm inequalities of positive operator matrices

Year:
1995
Language:
english
File:
PDF, 543 KB
english, 1995
10

MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT

Year:
1994
Language:
english
File:
PDF, 767 KB
english, 1994
12

Loan commitments, investment decisions and the signalling equilibrium

Year:
1993
Language:
english
File:
PDF, 1.12 MB
english, 1993
13

Multiperiod Corporate Default Prediction - A Forward Intensity Approach

Year:
2012
Language:
english
File:
PDF, 800 KB
english, 2012
15

APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING

Year:
2006
Language:
english
File:
PDF, 277 KB
english, 2006
21

Executive stock options and incentive effects due to systematic risk

Year:
2005
Language:
english
File:
PDF, 333 KB
english, 2005
27

Capital standard, forbearance and deposit insurance pricing under GARCH

Year:
1999
Language:
english
File:
PDF, 138 KB
english, 1999
28

Analyses of Vision-based Lateral Control for Automated Highway System

Year:
1998
Language:
english
File:
PDF, 908 KB
english, 1998
30

Option pricing under regime switching

Year:
2002
Language:
english
File:
PDF, 333 KB
english, 2002
35

Empirical Martingale Simulation for Asset Prices

Year:
1998
Language:
english
File:
PDF, 193 KB
english, 1998
36

Augmented GARCH (p,q) process and its diffusion limit

Year:
1997
Language:
english
File:
PDF, 1.87 MB
english, 1997
39

Systematic Risk and the Price Structure of Individual Equity Options

Year:
2009
Language:
english
File:
PDF, 178 KB
english, 2009
48

Default Probabilities of Privately Held Firms

Year:
2018
Language:
english
File:
PDF, 1.37 MB
english, 2018