Volume 5; Issue 1

Quantitative Finance

Volume 5; Issue 1
3

A moment expansion approach to option pricing

Airoldi *, Marco
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 291 KB
english, 2005
4

Analysis of default data using hidden Markov models

Giampieri *, Giacomo, Davis, Mark, Crowder, Martin
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 260 KB
english, 2005
6

Valuing employee reload options under the time vesting requirement

Dai, Min, Kwok *, Yue Kuen
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 328 KB
english, 2005
7

Pricing electricity risk by interest rate methods

Hinz *, Juri, Von Grafenstein, Lutz, Verschuere, Michel, Wilhelm, Martina
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 327 KB
english, 2005
9

The use of Hurst and effective return in investing

Clark *, Andrew
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 249 KB
english, 2005
10

A framework to measure integrated risk

Medova, Elena A., Smith *, Robert G.
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 344 KB
english, 2005
11

Calendar

Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 155 KB
english, 2005