海量图书期刊资源,随时随地畅享阅读乐趣
Valuation of certain CMS spreadsWu, Ping; Elliott, Robert J. · Financial Markets and Portfolio Management · 2017
Valuation of CMS range notes in a multifactor LIBOR market modelWu, Ping; Elliott, Robert J. · International Journal of Financial Engineering · 2016
PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPSWU, PING; ELLIOTT, ROBERT J. · International Journal of Theoretical and Applied Finance · 2005
Are performance measures equally stable?Menardi, Giovanna; Lisi, Francesco · Annals of Finance · 2012
Utilities bounded belowMuraviev, Roman; Rogers, L. C. G. · Annals of Finance · 2013
Generalized volatility-stabilized processesPicková, Radka · Annals of Finance · 2014
Negative call pricesRuf, Johannes · Annals of Finance · 2013
The equity premium: a deeper puzzleAzeredo, Francisco · Annals of Finance · 2014
Diversified minimum-variance portfoliosCoqueret, Guillaume · Annals of Finance · 2015
Introduction to the symposiumGabriele Camera,Todd Keister · Annals of Finance · 2013
Editorial noteAnne Villamil · Annals of Finance · 2013