Applied Quantitative Finance
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Published By Springer Berlin Heidelberg

9783540434603, 9783662050217
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Trading on Deviations of Implied and Historical Densities

2002 ◽  
pp. 197-218 ◽  
Author(s):  
Oliver Jim Blaskowitz ◽  
Peter Schmidt

An Empirical Likelihood Goodness-of-Fit Test for Diffusions

2002 ◽  
pp. 259-281 ◽  
Author(s):  
Song Xi Chen ◽  
Wolfgang Härdle ◽  
Torsten Kleinow
Keyword(s):  
Empirical Likelihood ◽  
Goodness Of Fit ◽  
Goodness Of Fit Test

scholarly journals Multivariate Volatility Models

2002 ◽  
pp. 221-236
Author(s):  
Matthias R. Fengler ◽  
Helmut Herwartz
Keyword(s):  
Volatility Models ◽  
Multivariate Volatility

scholarly journals Simulation based Option Pricing

2002 ◽  
pp. 349-366
Author(s):  
Jens Lüssem ◽  
Jürgen Schumacher
Keyword(s):  
Option Pricing ◽  
Simulation Based

scholarly journals Nonparametric Estimators of GARCH Processes

2002 ◽  
pp. 367-383 ◽  
Author(s):  
Jürgen Franke ◽  
Harriet Holzberger ◽  
Marlene Müller
Keyword(s):  
Nonparametric Estimators ◽  
Garch Processes

Rating Migrations

2002 ◽  
pp. 87-110 ◽  
Author(s):  
Steffi Höse ◽  
Stefan Huschens ◽  
Robert Wania
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