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Asia-Pacific Financial Markets

Issue 1/2017

Content (3 Articles)

Optimal Hedging of Basket Barrier Options with Additive Models and Its Application to Equity Value Separation Problem

Yuji Yamada

Pricing CIR Yield Options by Conditional Moment Matching

Adrian Prayoga, Nicolas Privault

Effects of Jumps and Small Noise in High-Frequency Financial Econometrics

Naoto Kunitomo, Daisuke Kurisu

Dec 16
Issue: 4/2016
Jun 17
Issue: 2/2017

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