Found 15 results for your keywords: subject="Stochastic models"

Correlation risk and optimal portfolio choice

1
(Buraschi, Andrea) (Porchia, Paolo) (Trojani, Fabio)

Monetary policy and inflation expectations in Latin America: long-run effects and volatility spil…

1
(de Mello, Luiz) (Moccero, Diego)

Inflation differentials between Spain and the EMU: a DSGE perspective

1
(Rabanal, Pau)

Uncovering the hit list for small inflation targeters: a bayesian structural analysis

1
(Kam, Timothy) (Lees, Kirdan) (Liu, Philip)

Employee stock option valuation with an early exercise boundary

1
(Brisley, Neil) (Anderson, Chris K.)

Stochastic volatility in a macro-finance model of the U.S. term structure of interest rates 1961-…

1
(Spencer, Peter D.)

Instant customer base analysis: managerial heuristics often "Get It Right"

1
(Wangenheim, Florian v.) (Wubben, Markus)

Agency conflicts, investment, and asset pricing

1
(Albuquerue, Rui) (Wang, Neg)

Equilibrium exhaustible resource price dynamics

1
(Titman, Sheridan) (Carlson, Murray) (Khokher, Zeigham)

Interest rate caps "smile" too! but can the LIBOR market models capture the smile?

1
(Jarrow, Robert) (Li, Haitao) (Zhao, Feng)

Common failings: how corporate defaults are correlated

1
(Duffie, Darrell) (Das, Sanjiv R.) (Kapadia, Nikunj) (Saita, Leandro)

SIze (and competition) among organizations: modeling scale-based selection among automobile produ…

1
(Dobrev, Stanislav D.) (Carrol, Glenn R.)

Conceptualizing and measuring capabilities: methodology and empiritical application

1
(Dutta, Shantanu) (Narasimhan, Om) (Rajiv, Surendra)

Who competes with whom? a demand-based perspective for identifying and representing asymmetric co…

1
(Wind, Jerry) (Grewal, Rajdeep) (Desarbo, Wayne S)

Unspanned stochastic volatility: evidence from hedging interest rate derivatives

1
(Li, Haitao) (Zhao, Feng)