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pro vyhledávání: '"Osakwe, Carlton"'
Autor:
Osakwe, Carlton-James U.1 cosakwe@mtroyal.ca
Publikováno v:
Axioms (2075-1680). Mar2018, Vol. 7 Issue 1, p9. 17p.
Autor:
Elliott, Robert J.1 relliott@ucalgary.ca, Osakwe, Carlton-James U.1 carlton.osakwe@haskayne.ucalgary.ca
Publikováno v:
Finance & Stochastics. 2006, Vol. 10 Issue 2, p250-275. 26p. 3 Charts.
Autor:
Detemple, Jérôme1 detemple@bu.edu, Osakwe, Carlton2
Publikováno v:
European Finance Review. 2000, Vol. 4 Issue 1, p21-50. 30p. 6 Charts, 7 Graphs.
Akademický článek
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Publikováno v:
Canadian Journal of Higher Education; 2015, Vol. 45 Issue 2, p1-22, 22p
Publikováno v:
Information Knowledge Systems Management; 2013, Vol. 12 Issue 1, p25-51, 27p
Publikováno v:
Comparative Education Review; 2016 Supplement, Vol. 60, pS1-S349, 349p
Autor:
Carlton Osakwe, Robert J. Elliott
In this paper we consider the estimation problem for reduced form models that link the real economy to financial markets. Estimation is based on extending the work of R.J. Elliott and V. Krishnamurthy, who derived new recursive filters to estimate pa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::189286b740abf4f40fd7c8a385550036
https://hdl.handle.net/11541.2/137774
https://hdl.handle.net/11541.2/137774
Autor:
Elliott, Robert J, Nishide, Katsumasa, Osakwe, Carlton-James U
We construct a Heston-type stochastic volatility model with a Markov switching regime to price a plain-vanilla stock option. A semi-analytic solution, which contains a matrix ODE is obtained and numerically calculated. Our model is flexible enough to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1231::ac857d423e69cf090d37670ed9fc3b18
https://hdl.handle.net/11541.2/121667
https://hdl.handle.net/11541.2/121667