1000金钱求quantitative finance2008年4月的文章 [推广有奖]

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weixiaoyun 发表于 2008-5-9 19:46:00 |AI写论文

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1000金钱求quantitative finance2008年4月的文章

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Original Articles
	Option valuation, time-changed processes and the fast Fourier transform 103 – 108 Author: scar Gutirrez DOI: 10.1080/14697680701207456
	Goodness-of-fit tests for parametric families of Archimedean copulas 109 – 116 Authors: Cornelia Savu; Mark Trede DOI: 10.1080/14697680701207639
	Pricing options with Green's functions when volatility, interest rate and barriers depend on time 119 – 133 Authors: Gregor Dorfleitner; Paul Schneider; Kurt Hawlitschek; Arne Buch DOI: 10.1080/14697680601161480
	Enhanced policy iteration for American options via scenario selection 135 – 146 Authors: Christian Bender; Anastasia Kolodko; John Schoenmakers DOI: 10.1080/14697680701253013
	Path integral pricing of Asian options on state-dependent volatility models 147 – 161 Authors: Giuseppe Campolieti; Roman Makarov DOI: 10.1080/14697680701282186
	Fast swaption pricing under the market model with a square-root volatility process 163 – 180 Authors: Lixin Wu; Fan Zhang DOI: 10.1080/14697680701310961
	A multi-factor jump-diffusion model for commodities 181 – 200 Author: John Crosby DOI: 10.1080/14697680701253021
	Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 201 – 215 Authors: Don U. A. (Tissa) Galagedera; Elizabeth A. Maharaj DOI: 10.1080/14697680600989576