Option pricing under two-state Markov chain market model
Math. Finance Lett., 2014 (2014), Article ID 9
Table of Contents
Reduction error in Asian option pricing based on partition Monte Carlo method
Math. Finance Lett., 2014 (2014), Article ID 8
The put-call symmetry for American options in the Heston stochastic volatility model
Math. Finance Lett., 2014 (2014), Article ID 7
Currency crises, trade and geography: spatial dimensions of contagion
Math. Finance Lett., 2014 (2014), Article ID 6
Distortionary taxes and global indeterminacy in an endogenous growth model with elastic labor supply
Math. Finance Lett., 2014 (2014), Article ID 5
Money, information and heat in social networks dynamics
Math. Finance Lett., 2014 (2014), Article ID 4
A rule of thumb for reject inference in credit scoring
Math. Finance Lett., 2014 (2014), Article ID 2
Closed-form solution for generalized Vasicek dynamic term structure model with time-varying parameters and exponential yield curves
Math. Finance Lett., 2014 (2014), Article ID 1