| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul |
Understanding, Optimizing, Using and Forecasting Realized Volatility and Correlation |
1999 |
|
|
|
|
|
|
Avellaneda, Marco; Wu, Lixin |
Pricing parisian-style options with a lattice method |
1999 |
International Journal of Theoretical and Applied Finance |
|
|
|
|
|
Beattie, Neil; Fillion, Jean-François |
An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention |
1999 |
Bank of Canada |
|
|
|
|
|
Bolder, David; Stréliski, David |
Yield Curve Modelling at the Bank of Canada |
1999 |
Bank of Canada |
|
|
|
|
|
Cárdenas, Juan; Fruchard, Emmanuel; Picron Jean-François; Reyes, Cecilia; Walters, Kristen; Yang, Weiming |
Monte Carlo within a day |
1999 |
Risk |
|
55-59 |
|
|
|
Carr, Peter; Madan, Dilip |
Introduction the covariance swap |
1999 |
Risk |
|
47-51 |
|
|
|
Chriss, Neil; Morokoff, William |
Market Risk for Volatility and Variance Swaps |
1999 |
Risk |
|
|
|
