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Stochastic Calculus and Financial Applications · Study

WorkStochastic Calculus and Financial Applications

Elias S. W. Shiu2001

Work2001

Stochastic Calculus and Financial Applications

Elias S. W. Shiu

38 citations·0/0 files stored·Journal of the American Statistical Association

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

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References

1973The Pricing of Options and Corporate Liabilities

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2003Approximating some Volterra type stochastic integrals with applications to parameter estimation

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1976Theory of the firm: Managerial behavior, agency costs and ownership structurearticle · 1 shared reference 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*article · 1 shared reference 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Optionsarticle · 1 shared reference 1977An equilibrium characterization of the term structurearticle · 1 shared reference 1979Option pricing: A simplified approacharticle · 1 shared reference 1976Option pricing when underlying stock returns are discontinuousarticle · 1 shared reference

Details

Year2001

Typeother

Published2001-12-01

VenueJournal of the American Statistical Association

ISSN-L0162-1459

Languageen

Citations38

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1198/jasa.2001.s429

openalex_workW1997370831

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