Kris Jacobs

5편

• Information in the Term Structure: A Forecasting Perspective
  ms · 2020 · 인용 4 · Stochastic processes and financial applications
• Nonlinear Kalman Filtering in Affine Term Structure Models
  ms · 2014 · 인용 0 · Economic theories and models
• The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
  ms · 2009 · 인용 542 · Stochastic processes and financial applications
• Modeling the Dynamics of Credit Spreads with Stochastic Volatility
  ms · 2008 · 인용 41 · Credit Risk and Financial Regulations
• Which GARCH Model for Option Valuation?
  ms · 2004 · 인용 290 · Financial Risk and Volatility Modeling