Browse by Department
|Up a level|
Jump to: Journal Article
Number of items: 3.
Jin, Xing, Tan, Hwee Huat and Sun, Junhua. (2007) A state-space partitioning method for pricing high-dimensional American-style options. Mathematical Finance, Vol.17 (No.3). pp. 399-426. ISSN 0960-1627
Sarno, Lucio, Thornton, Daniel L. and Valente, Giorgio. (2007) The empirical failure of the expectations hypothesis of the term structure of bond yields. Journal of Financial and Quantitative Analysis, Vol.42 (No.1). pp. 81-100. ISSN 0022-1090
Sarno, Lucio, Thornton, Daniel L. and Wen, Yi. (2007) What's unique about the federal funds rate? Evidence from a spectral perspective. Oxford Bulletin of Economics and Statistics, Vol.69 (No.2). pp. 293-319. ISSN 0305-9049