The following pages link to Asia-Pacific Financial Markets (Q356756):
Displaying 50 items.
- Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
- Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities (Q356761) (← links)
- Emission allowance as a derivative on commodity-spread (Q356764) (← links)
- Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766) (← links)
- An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Informed futures trading and price discovery: evidence from Taiwan futures and stock markets (Q370882) (← links)
- An analytical evaluation method of the operational risk using fast wavelet expansion techniques (Q370885) (← links)
- Is concentration a good idea? Evidence from active fund management (Q431915) (← links)
- Modeling of contagious credit events and risk analysis of credit portfolios (Q431916) (← links)
- Convertible bonds and stock liquidity (Q431918) (← links)
- The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model (Q431920) (← links)
- Default risk and equity returns: evidence from the Taiwan equities market (Q436945) (← links)
- A continuous-time analysis of optimal restructuring of contracts with costly information disclosure (Q436947) (← links)
- Identifying bull and bear markets in Japan (Q436949) (← links)
- Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951) (← links)
- Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
- On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323) (← links)
- The regime switching portfolios (Q538326) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Log mean-variance portfolio selection under regime switching (Q538328) (← links)
- Special issue: Selected papers based on the presentations at the 8th JAFEE-Columbia conference on mathematical finance, New York, NY, USA, March 19--22, 2008, and the 8th Ritsumeikan international symposium on stochastic processes and application to mathe (Q604619) (← links)
- Coefficients of asymptotic expansions of SDE with jumps (Q607565) (← links)
- Environmental economics and modeling marketable permits (Q607567) (← links)
- Solutions and simulations of some one-dimensional stochastic differential equations (Q607569) (← links)
- Assessments of `greenhouse insurance': a methodological review (Q607571) (← links)
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- The impact of order flow on the foreign exchange market: a copula approach (Q633820) (← links)
- Valuation of portfolio credit derivatives with default intensities using the Vasicek model (Q633823) (← links)
- Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826) (← links)
- ``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates (Q633827) (← links)
- A note on utility maximization with unbounded random endowment (Q633829) (← links)
- Dynamic relationship among intraday realized volatility, volume and number of trades (Q651375) (← links)
- Detection of information flow in major international financial markets by interactivity network analysis (Q651378) (← links)
- On a statistical analysis of implied data (Q651380) (← links)
- Lead-lag effects in Australian industry portfolios (Q651382) (← links)
- Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms (Q702224) (← links)
- Price linkages in Asian equity markets: evidence bordering the Asian economic, currency and financial crises (Q702228) (← links)
- Profitability of the CRISMA system: from world indices to the Hong Kong stock market (Q702232) (← links)
- Prediction of individual bond prices via a dynamic bond pricing model: application to Japanese Government bond price data (Q702234) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
- A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
- Implied default probability and credit derivatives (Q816767) (← links)
- On the pricing of defaultable bonds using the framework of barrier options (Q816769) (← links)
- Is volatility the best predictor of market crashes? (Q816771) (← links)
- Effectiveness of stochastic neural network for prediction of fall or rise of TOPIX (Q816773) (← links)
- Productivity and technical change in Malaysian banking: 1989--1998 (Q816776) (← links)
- Long-run operating performance of initial public offerings in Japanese over-the-counter market (1991--2001): Evidence and implications (Q816778) (← links)
- A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan (Q816779) (← links)
