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Option pricing under regime switching

journal articles
Duan JC, Popova I and Ritchken P
Year
2002

Honey, the currency union effect on trade hasn’t blown up

journal articles
Rose AK
Year
2002

Currency unions and international integration

journal articles
Rose AK and Engel C
Year
2002

Maximum likelihood estimation of deposit insurance value with interest rate risk

journal articles
Duan JC and Simonato JG
Year
2002

An estimate of the effect of common currencies on trade and income

journal articles
Rose A and Frankel J
Year
2002

Noise trading and exchange rate regimes

journal articles
Rose AK and Jeanne O
Year
2002

Introduction to the symposium on the Japanese economic slump of the 1990s

journal articles
Rose AK and Kashyap A
Year
2001

Pricing Hang Seng Index options around the Asian financial crisis – A GARCH approach

journal articles
Duan JC and Zhang H
Year
2001

Currency unions and trade: The effect is large

journal articles
Rose AK
Year
2001

American option pricing under GARCH by a Markov chain approximation

journal articles
Duan JC and Simonato JG
Year
2001