53

Density-Tempered Marginalized Sequential Monte Carlo Samplers

Year:
2015
Language:
english
File:
PDF, 480 KB
english, 2015
61

Asymptotic Distribution of the EMS Option Price Estimator

Year:
2001
Language:
english
File:
PDF, 219 KB
english, 2001
65

Measuring Distance-to-Default for Financial and Non-Financial Firms

Year:
2012
Language:
english
File:
PDF, 430 KB
english, 2012
68

Empirical Martingale Simulation for Asset Prices

Year:
1998
Language:
english
File:
PDF, 593 KB
english, 1998
72

Actuarial Par Spread and Empirical Pricing of CDS by Decomposition

Year:
2014
Language:
english
File:
PDF, 777 KB
english, 2014
73

Forward-Looking Market Risk Premium

Year:
2014
Language:
english
File:
PDF, 370 KB
english, 2014
75

A geometric characterization of invertible quantum measurement maps

Year:
2013
Language:
english
File:
PDF, 171 KB
english, 2013
78

Default Correlations and Large-Portfolio Credit Analysis

Year:
2015
Language:
english
File:
PDF, 18.64 MB
english, 2015
80

Spanning with Index Options

Year:
1992
Language:
english
File:
PDF, 293 KB
english, 1992
85

Preface

Year:
2010
Language:
english
File:
PDF, 77 KB
english, 2010
88

A simple long-memory equilibrium interest rate model

Year:
1996
Language:
english
File:
PDF, 449 KB
english, 1996
93

Quantifying Discriminating Strength for Gaussian States

Year:
2018
Language:
english
File:
PDF, 589 KB
english, 2018
98

Jump and volatility risk premiums implied by VIX

Year:
2010
Language:
english
File:
PDF, 303 KB
english, 2010