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Joined: 01 Jan 1970 Posts: 99
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Posted: Thu Jul 30, 2009 12:46 pm Post subject: Quantitative Finance Vol 8 Issue 2 |
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Table of Contents Option valuation, time-changed processes and the fast Fourier transform - Oscar Gutierrez Goodness-of-fit tests for parametric families of Archimedean copulas - Cornelia Savu; Mark Trede Pricing options with Green's functions when volatility, interest rate and barriers depend on time - Gregor Dorfleitner; Paul Schneider; Kurt Hawlitschek; Arne Buch Enhanced policy iteration for American options via scenario selection - Christian Bender; Anastasia Kolodko; John Schoenmakers Path integral pricing of Asian options on state-dependent volatility models - Giuseppe Campolieti; Roman Makarov Fast swaption pricing under the market model with a square-root volatility process - Lixin Wu; Fan Zhang A multi-factor jump-diffusion model for commodities - John Crosby Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns - Don U. A. (Tissa) Galagedera; Elizabeth A. Maharaj Journal Home Page. [Externalrss-finjocont-titles-rssl-6-30] Resources Focus On Financial Recruitment Financial Education Financial Publishing Financial Technology Financial Services Hedge Funds Forex Financial Conferences Financial Training Link Library > Blogs & Blogging > Research & Learning >> General Math >> Historical Resources >> Introductions & Guides >> Reading Lists >> Research Engines >> Study Guides & Strategies >> Tutorials & Lecture Notes > Web Links by Subject > Publications & Papers >> Featured Articles >> eBooks >> Scholarly Journals >> Papers & research >> Preprint & ePrint Servers >> Review Papers > General Resources >> Recruitment & Careers >> Communities & Groups >> Directories & Portals >> Financial Calculators >> Financial Glossaries >> Forums & Discussion >> Fun & Games >> Gambling & Markets >> Podcasts & Audio >> Software & Coding >> Video Resources Financial Services Directory Accounting Services Banking & Investment Business Schools Conferences & Events Communications & Marketing Consulting Services Financial Publishing Hedge Fund Services Legal Services Recruitment Services Software & Technology Stocks & Trading Training Providers More 100 Most Recent Posts Financial Intelligence Bookshop US Financial Intelligence Bookshop UK Wiley Finance Library Hedge Fund Tutorials Information Base [RandomProduct-126]
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