NPB Bollen… - Journal of International Money and Finance, 2003 - Elsevier
We compare option valuation models based on regime-switching, GARCH, and jump-
diffusion processes to a standard “smile” model, in which Black and Scholes (1973) implied
volatilities are allowed to vary across strike prices. The regime-switching, GARCH, and ...
EB Rasiel, KP Weinfurt… - Medical decision making, 2005 - mdm.sagepub.com
Page 1. 10.1177/0272989X05282642 MEDICALDECISIONMAKING/NOV–DEC2005
RASIELANDOTHERS DECISIONPSYCHOLOGY NOV–DECRISK-SEEKINGBYTERMINALL
YILLPATIENTS DECISION PSYCHOLOGY Can Prospect Theory Explain Risk-Seeking ...
RM Califf, EB Rasiel… - American Heart Journal, 2008 - Elsevier
E Perskie, NC Durham… - Duke University (Spring), 2003 - web-03.econ.duke.edu
ABSTRACT The goal of this study is to create optimal portfolios of hedge funds. This paper
discusses the different investment styles within the hedge fund universe along with their
specific risk, return, and correlation characteristics. Markowitz's portfolio selection model is ...
[CITATION] Essays on Implied Volatility in the Equity & Currency Markets
E Rasiel - 2003 - Duke University
[CITATION] Word Count: 2695
SW Glickman, EB Rasiel, CD Hamilton, A Kubataev…
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