Applied Mathematical Finance, Volume 21, Issue 6 (2014)

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Applied Mathematical Finance, Volume 21, Issue 6 (2014)

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Original Articles

Article
Implied Filtering Densities on the Hidden State of Stochastic Volatility
Carlos Fuertes & Andrew Papanicolaou
Pages: 483-522
Published online: 09 Apr 2014
AbstractforImplied Filtering Densities on the Hidden State of Stochastic Volatility | Full Text | References | PDF (1.1 MB)
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Article
Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations
Ting Ting Huang, Bruce Qiang Sun & Xinfu Chen
Pages: 523-554
Published online: 16 Jul 2014
AbstractforRe-specification of Affine Term Structure Models: The Linkage to Empirical Investigations | Full Text | References | PDF (1.4 MB)
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Article
Stochastic Correlation and Volatility Mean-reversion – Empirical Motivation and Derivatives Pricing via Perturbation Theory
Marcos Escobar, Barbara Götz, Daniela Neykova & Rudi Zagst
Pages: 555-594
Published online: 14 Apr 2014
AbstractforStochastic Correlation and Volatility Mean-reversion – Empirical Motivation and Derivatives Pricing via Perturbation Theory | Full Text | References | PDF (435.6 KB)
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Article
Asymptotic Solutions for Australian Options with Low Volatility
Sai Hung Marten Ting & Christian-Oliver Ewald
Pages: 595-613
Published online: 01 Sep 2014
AbstractforAsymptotic Solutions for Australian Options with Low Volatility | Full Text | References | PDF (180.5 KB)
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Miscellaneous

Editorial Board
Page: ebi
Published online: 18 Sep 2014
CitationforEditorial Board | Full Text | PDF (32.7 KB)
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