Quantitative Finance Export Sort

Articles from the last few issues of Quantitative Finance © Routledge, part of the Taylor & Francis Group

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	Embracing change: financial informatics and risk analytics [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 243-256. by Mark Flood
	Evidence for state transition and altered serial codependence in US$ interest rates [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 259-278. by Riccardo Rebonato, Jian Chen
	A two-factor model for the electricity forward market [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 279-287. by Rudiger Kiesel, Gero Schindlmayr, Reik Borger
	An analytic approximation of the likelihood function for the Heston model volatility estimation problem [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 289-296. by Amir Atiya, Steve Wall
	Insider trading with correlation between liquidity trading and a public signal [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 297-304. by Katsumasa Nishide
	Nonlinear dynamical structural equation models [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 305-314. by Wenyang Zhang, Sik-Yum Lee
	Regression methods in pricing American and Bermudan options using consumption processes [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 315-327. by Denis Belomestny, Grigori Milstein, Vladimir Spokoiny
	Double knock-out Asian barrier options which widen or contract as they approach maturity [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 329-340. by C. Atkinson, S. Kazantzaki
	Barrier option pricing: a hybrid method approach [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 341-352. by Andrew Ming-Long M. Wang, Yu-Hong Liu, Yi-Long Hsiao
	Risky asset pricing based on safety first fund management [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 353-361. by Yuanyao Ding, Bo Zhang
	An exact test on structural changes in the weights of the global minimum variance portfolio [My Copy] Quantitative Finance, Vol. 9, No. 3., pp. 363-370. by Taras Bodnar
	[image omitted] Uncovered interest parity and the FX carry trade [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 123-127. by Jessica James, Kristjan Kasikov, Aysu Secmen
	A multi-quality model of interest rates [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 133-145. by Masaaki Kijima, Keiichi Tanaka, Tony Wong
	Efficient estimation of transition rates between credit ratings from observations at discrete time points [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 147-160. by Mogens Bladt, Michael SOrensen
	Portfolio choice under dynamic investment performance criteria [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 161-170. by M. Musiela, T. Zariphopoulou
	Achieving smooth asymptotics for the prices of European options in binomial trees [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 171-176. by Mark Joshi
	Pricing jump risk with utility indifference [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 177-186. by Lixin Wu, Min Dai
	Estimating default barriers from market information [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 187-196. by Hoi Ying Y. Wong, Tsz Wang W. Choi
	Coherent hedging in incomplete markets [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 197-206. by Birgit Rudloff
	Law of large numbers and large deviations for dependent risks [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 207-215. by Ramona Maier, Mario Wuthrich
	Empirical analysis of the average asset correlation for real estate investment trusts [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 217-229. by Jose Lopez
	Investment strategies in the long run with proportional transaction costs and a HARA utility function [My Copy] Quantitative Finance, Vol. 9, No. 2., pp. 231-242. by Petr Dostal
	Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 1-8. by Hwei-Lin Chuang, Shih-Cheng Lee, Yi-Chun Lin, Min-Teh Yu
	Statistical properties of an experimental political futures market [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 9-16. by Sun-Chong Wang, Sai-Ping Li, Chung-Ching Tai, Shu-Heng Che
	Equity with Markov-modulated dividends [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 19-26. by Giuseppe Di Graziano, L. C. G. Rogers
	Sato processes and the valuation of structured products [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 27-42. by Ernst Eberlein, Dilip Madan
	Robust estimation of historical volatility and correlations in risk management [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 43-54. by Alexander Tchernitser, Dmitri Rubisov
	Estimating risk-neutral density with parametric models in interest rate markets [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 55-70. by Frank Fabozzi, Radu Tunaru, George Albota
	Efficient factor GARCH models and factor-DCC models [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 71-91. by Kun Zhang, Laiwan Chan
	Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 93-104. by Beum-Jo Park posted by 1 person rbali
	Non-parametric estimation of a multiscale CHARN model using SVR [My Copy] Quantitative Finance, Vol. 9, No. 1., pp. 105-121. by Amir Safari, Detlef Seese
	Optimal time to sell a stock in the Black-Scholes model: comment on 'Thou shalt buy and hold', by A. Shiryaev, Z. Xu and X.Y. Zhou [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 753-760. by Satya Majumdar, Jean-Philippe Bouchaud
	Response to comment on 'Thou shalt buy and hold' [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 761-762. by Albert Shiryaev, Zuoquan Xu, Xun Yu Y. Zhou
	Thou shalt buy and hold [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 765-776. by Albert Shiryaev, Zuoquan Xu, Xun Yu Y. Zhou
	Bankruptcy in long-term investments [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 777-794. by Minjie Yu, Qiang Zhang, Dennis Yang
	Arbitrage pricing of defaultable game options with applications to convertible bonds [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 795-810. by Tomasz Bielecki, Stephane Crepey, Monique Jeanblanc, Marek Rutkowski
	Bond pricing when the short-term interest rate follows a threshold process [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 811-822. by Wolfgang Lemke, Theofanis Archontakis
	Modeling stock pinning [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 823-831. by Marc Jeannin, Giulia Iori, David Samuel
	Update rules for convex risk measures [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 833-843. by Sina Tutsch
	Improved lower and upper bound algorithms for pricing American options by simulation [My Copy] Quantitative Finance, Vol. 8, No. 8., pp. 845-861. by Mark Broadie, Menghui Cao
	On the challenges in quantitative equity management [My Copy] Quantitative Finance, Vol. 8, No. 7. (October 2008), pp. 649-665. by Fabozzi, Frank, Focardi, Sergio, Jonas, Caroline
	Modelling bonds and credit default swaps using a structural model with contagion [My Copy] Quantitative Finance, Vol. 8, No. 7. (October 2008), pp. 669-680. by Haworth, Helen, Reisinger, Christoph, Shaw, William
	Liquidity risk theory and coherent measures of risk [My Copy] Quantitative Finance, Vol. 8, No. 7. (October 2008), pp. 681-692. by Acerbi, Carlo, Scandolo, Giacomo
	Value versus growth: stochastic dominance criteria [My Copy] Quantitative Finance, Vol. 8, No. 7. (October 2008), pp. 693-704. by Abhyankar, Abhay, Ho, Keng-Yu, Zhao, Huainan
	Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series [My Copy] Quantitative Finance, Vol. 8, No. 7. (October 2008), pp. 705-722. by Biely, Christoly, Thurner, Stefan
	Detecting log-periodicity in a regime-switching model of stock returns [My Copy] Quantitative Finance, Vol. 8, No. 7. (October 2008), pp. 723-738. by Chang, George, Feigenbaum, James
	Turbo warrants under stochastic volatility [My Copy] Quantitative Finance, Vol. 8, No. 7. (October 2008), pp. 739-751. by Wong, Hoi Ying, Chan, Chun Man
	Individual asset liability management [My Copy] Quantitative Finance, Vol. 8, No. 6. (September 2008), pp. 547-560. by Medova, E. A., Murphy, et al. J. K., Owen, A. P., Rehman, K.
	Employee stock option valuation with repricing features [My Copy] Quantitative Finance, Vol. 8, No. 6. (September 2008), pp. 561-569. by Leung, Kwai Sun, Kwok, Yue Kuen
	Coupling smiles [My Copy] Quantitative Finance, Vol. 8, No. 6. (September 2008), pp. 573-590. by Durrleman, Valdo, El Karoui, Nicole

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