Shane Miller

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Real-world pricing for a modified constant elasticity of variance model
Applied Mathematical Finance
2010-05-27Paper
ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE
International Journal of Theoretical and Applied Finance
2009-04-21Paper
A two-factor model for low interest rate regimes
Asia-Pacific Financial Markets
2005-12-09Paper


Research outcomes over time


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