Financial modeling and option theory with the truncated Lévy process
Year of publication: |
1997-10
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Authors: | Matacz, Andrew |
Institutions: | Science & Finance |
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Volatility of interest rates in the euro area
Cassola, Nuno, (2003)
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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Vähämaa, Sami, (2004)
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Risk sharing through financial markets with endogenous enforcement of trades
Köppl, Thorsten V., (2004)
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The leverage effect in financial markets: retarded volatility and market panic
Bouchaud, Jean-Philippe, (2001)
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Explaining the forward interest rate term structure
Matacz, Andrew, (1999)
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An empirical investigation of the forward interest rate term structure
Matacz, Andrew, (1999)
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