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2006
Aihara, S.I. and Bagchi, A.
(2006)
Filtering and identification of Heston's stochastic volatility model and its market risk.
Journal of Economic Dynamics & Control, 30 (12).
pp. 2363-2388.
ISSN 0165-1889
*** ISI Impact 1,117 ***
Vellekoop, M.H. and van de Kamp, A.A. and Post, B.A.
(2006)
Pricing and Hedging Guaranteed Returns on Mix Funds.
Insurance: Mathematics and Economics, 38 (3).
pp. 585-598.
ISSN 0167-6687
*** ISI Impact 1,178 ***
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