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ArticleInternational money and stock market contingent claims

Christian Gouriéroux2010

OA

Articlegreen2010

International money and stock market contingent claims

Christian Gouriéroux · Alain Monfort · Razvan Sufana

29 citations·0/0 files stored·Journal of International Money and Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1973An Intertemporal Capital Asset Pricing Model 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions 1996A YIELD‐FACTOR MODEL OF INTEREST RATES 1984Forward and spot exchange rates 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging 2003Forecasting the Term Structure of Government Bond Yields

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2009Affine Processes on Positive Semidefinite Matrices

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Year2010

Typearticle

Published2010-06-17

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations29

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jimonfin.2010.06.001

openalex_workW1978334601

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