search query: @indexterm Stochastic processes / total: 546
references: 49-58 / 546
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49.
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market
Journal of Empirical Finance
2002 : MAR, VOL. 9:2, p. 225-255
 2002 Fiorentini, G.
León, A.
Rubio, G.
50.
The jump-risk premia implicit in options: evidence from an integrated time-series study
Journal of Financial Economics
2002 : JAN, VOL. 63:1, p. 3-50
 2002 Pan, J.
51.
The Value of Production Schedule Integration in Supply Chains
Decision Sciences
2001 : FALL, VOL. 32:4, p. 601-634
 2001 Krajewski, L.
Wei, J. C.
52.
Multiperiod hedging in the presence of stochastic volatility
International Review of Financial Analysis
2001 : VOL. 10:4, p. 395-406
 2001 Lien, D.
Wilson, B.K.
53.
Durable-goods monopoly with stochastic values
RAND Journal of Economics
2001 : AUTUMN, VOL. 32:3, p. 565-577
 2001 Biehl, A.R.
54.
Simulating the evolution of the implied distribution
European Financial Management
2001 : DEC, VOL. 7:4, p. 497-521
 2001 Skiadopoulos, G.
Hodges, S.
55.
On sustained growth under uncertainty
International Economic Review
2001 : AUG, VOL. 42:3, p. 801-813
 2001 Hek, P. de
Roy, S.
56.
A stochastic volatility model specification with diagnostics for thinly traded equity markets
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 385-406
 2001 Solibakke, P. B.
57.
Effect of stochasticity, capacity and lead time cost drivers on WIP and throughput in a pull production environment
Management Accounting Research
2001 : JUN, VOL. 12:2, p. 167-196
 2001 Leitch, R. A.
58.
Team production, sequential investments, and stochastic payoffs
Journal of Institutional and Theoretical Economics
2001 : SEP, VOL. 157:3, p. 430-442
 2001 Lülfesmann, C.
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