The following pages link to Kris Jacobs (Q292017):
Displaying 6 items.
- Option valuation with conditional skewness (Q292018) (← links)
- A simple long-memory equilibrium interest rate model (Q1391624) (← links)
- Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001) (← links)
- Modeling the Dynamics of Credit Spreads with Stochastic Volatility (Q3117721) (← links)
- The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well (Q3117871) (← links)
- Dynamic Dependence and Diversification in Corporate Credit* (Q5237859) (← links)
