Ausgabe 2/2006
Inhalt (4 Artikel)
Non-linear long horizon returns predictability: evidence from six south-east Asian markets
David G. McMillan, Alan E. H. Speight
Risk measures for derivatives with Markov-modulated pure jump processes
Robert J. Elliott, Leunglung Chan, Tak Kuen Siu
Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor
Jirô Akahori, Hiroki Aoki, Yoshihiko Nagata