search query: @indexterm Stochastic processes / total: 546
references: 59-68 / 546
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59.
Evolution to equilibrium in an asymmetric oligopoly with differentiated goods
International Journal of Industrial Organization
2001 : NOV, VOL. 19:9, p. 1423-1440
 2001 Tanaka, Y.
60.
Do credit spreads reflect stationary leverage ratios?
Journal of Finance
2001 : OCT, VOL. 56:5, p. 1929-1957
 2001 Collin-Dufresne, P.
Goldstein, R.S.
61.
Recovering the probability density function of asset prices using garch as diffusion approximations
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 83-110
 2001 Fornari, F.
Mele, A.
62.
Underreaction, overreaction, and increasing misreaction to information in the options market
Journal of Finance
2001 : JUN, VOL. 56:3, p. 851-876
 2001 Poteshman, A. M.
63.
Improving portfolio performance with option strategies: evidence from Switzerland
European Financial Management
2001 : MAR, VOL. 7:1, p. 73-91
 2001 Isakov, D.
Morard, B.
64.
Analysis of third-party warehousing contracts with commitments
European Journal of Operational Research
2001 : JUN, VOL. 131:3, p. 603-610
 2001 Chen, F.Y.
Hum, S.H.
Sun, J.
65.
Stochastic goal programming: a mean-variance approach
European Journal of Operational Research
2001 : JUN, VOL. 131:3, p. 476-481
 2001 Ballestero, E.
66.
Statistical estimation and moment evaluation of a stochastic growth model with asset maarket restrictions
Journal of Economic Behavior and Organization
2001 : JAN, VOL. 44:1, p. 85-103
 2001 Lettau, M.
Gong, G.
Semmler, W.
67.
Stochastic interest rates and the bond-stock mix
European Finance Review
2000 : VOL. 4:2, p. 197-210
 2000 Brennan, M.J.
Xia, Y.
68.
Transform analysis and asset pricing for affine jump- diffusions
Econometrica
2000 : NOV, VOL. 68:6, p. 1343-1376
 2000 Duffie, D.
Pan, J.
Singleton, K.
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