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Volume 8; Issue 2
Main
Quantitative Finance
Volume 8; Issue 2
Quantitative Finance
Volume 8; Issue 2
1
Goodness-of-fit tests for parametric families of Archimedean copulas
Savu, Cornelia
,
Trede, Mark
Journal:
Quantitative Finance
Year:
2008
Language:
english
File:
PDF, 165 KB
Your tags:
english, 2008
2
Pricing options with Green's functions when volatility, interest rate and barriers depend on time
Dorfleitner, Gregor
,
Schneider, Paul
,
Hawlitschek, Kurt
,
Buch, Arne
Journal:
Quantitative Finance
Year:
2008
Language:
english
File:
PDF, 317 KB
Your tags:
english, 2008
3
Path integral pricing of Asian options on state-dependent volatility models
Campolieti, Giuseppe
,
Makarov, Roman
Journal:
Quantitative Finance
Year:
2008
Language:
english
File:
PDF, 392 KB
Your tags:
english, 2008
4
Fast swaption pricing under the market model with a square-root volatility process
Wu, Lixin
,
Zhang, Fan
Journal:
Quantitative Finance
Year:
2008
Language:
english
File:
PDF, 282 KB
Your tags:
english, 2008
5
Option valuation, time-changed processes and the fast Fourier transform
Gutiérrez, Óscar
Journal:
Quantitative Finance
Year:
2008
Language:
english
File:
PDF, 147 KB
Your tags:
english, 2008
6
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns
Galagedera, Don (Tissa) U. A.
,
Maharaj, Elizabeth A.
Journal:
Quantitative Finance
Year:
2008
Language:
english
File:
PDF, 256 KB
Your tags:
english, 2008
7
Enhanced policy iteration for American options via scenario selection
Bender, Christian
,
Kolodko, Anastasia
,
Schoenmakers, John
Journal:
Quantitative Finance
Year:
2008
Language:
english
File:
PDF, 210 KB
Your tags:
english, 2008
8
A multi-factor jump-diffusion model for commodities†
Crosby, John
Journal:
Quantitative Finance
Year:
2008
Language:
english
File:
PDF, 273 KB
Your tags:
english, 2008
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