Pricing Models
An Exploratory Viewpoint on the Perspectives and Practices of Testing Alternative Option Pricing Models
5
Comparative Study of Capital Assets Pricing Models (CAPM) with Extrapolating Capital Assets Pricing Models (X-CAPM) in Tehran Exchange Market
19
Comparisons of Asset Pricing Models in the Egyptian Stock Market
7
Comparing Consumption based Asset Pricing Models: The Case of an Asian City
51
The role of factor strength and pricing errors for estimation and inference in asset pricing models
45
Evaluating Asset Pricing Models in a Simulated Multifactor Approach
37
Pricing Models in Marketing Research
8
Memory and Asset Pricing Models with Heterogeneous Beliefs
74
Solving asset pricing models with stochastic volatility
40
Calibration of interest rate term structure and derivative pricing models
235
Empirical tests of the predictive ability of asset pricing models and of stock market overreaction in the U K
253
Asset pricing models, the labour theory of value and their implications for accounting
33
Stochastic portfolio programming, competitive market equilibria, and market portfolios and risk profiles : a New Zealand capital market analysis : a thesis presented in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University
341
Urban transport funding and pricing
142
An RBF scheme for option pricing in exponential Levy models
28
Pricing and Hedging in Stochastic Volatility Regime Switching Models
11
Pricing and hedging exotic options in stochastic volatility models
105
Affine-Structure Models and the Pricing of Energy Commodity Derivatives
40
Option pricing under the double exponential jump‐diffusion model with stochastic volatility and interest rate
40
Pricing of Volatility Derivatives using 3/2- Stochastic Models
6