Pages that link to "Item:Q3022107"
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The following pages link to MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX (Q3022107):
Displaying 16 items.
- Intraday empirical analysis and modeling of diversified world stock indices (Q853868) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- Real-world jump-diffusion term structure models (Q5189712) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- Local volatility function models under a benchmark approach (Q5484644) (← links)
- On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325) (← links)
- CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (Q5493855) (← links)
- A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
- AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (Q5704729) (← links)
