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Journal Articles

Option pricing for jump diffussion model with random volatility

A. Thavaneswaran, Jagbir Singh

Journal of Risk Finance (2010) 11 (5): 496–507.

https://doi.org/10.1108/15265941011092077

Published: 09 November 2010

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Journal Articles

Fuzzy random‐coefficient volatility models with financial applications

K. Thiagarajah, A. Thavaneswaran

Journal of Risk Finance (2006) 7 (5): 503–524.

https://doi.org/10.1108/15265940610712669

Published: 01 October 2006

View article titled, Fuzzy random‐coefficient volatility models with financial applications

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Journal Articles

Dynamic monitoring of financial intermediaries with subordinated debt

Gloria González‐Rivera, David Nickerson

Journal of Risk Finance (2006) 7 (5): 463–487.

https://doi.org/10.1108/15265940610712641

Published: 01 October 2006

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Journal Articles

Financial applications of ARMA models with GARCH errors

M. Ghahramani, A. Thavaneswaran

Journal of Risk Finance (2006) 7 (5): 525–543.

https://doi.org/10.1108/15265940610712678

Published: 01 October 2006

View article titled, Financial applications of ARMA models with GARCH errors

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Journal Articles

Catastrophe forecasting: seeing “gray” among the “black boxes”

Michael R. Powers

Journal of Risk Finance (2006) 7 (5): 458–462.

https://doi.org/10.1108/15265940610712632

Published: 01 October 2006

View article titled, Catastrophe forecasting: seeing “gray” among the “black boxes”

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Journal Articles

The estimation of nominal and real yield curves from government bonds in Israel

Zvi Wiener, Helena Pompushko

Journal of Risk Finance (2006) 7 (5): 488–502.

https://doi.org/10.1108/15265940610712650

Published: 01 October 2006

View article titled, The estimation of nominal and real yield curves from government bonds in Israel

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Journal Articles

Option pricing for some stochastic volatility models

A. Thavaneswaran, J. Singh, S.S. Appadoo

Journal of Risk Finance (2006) 7 (4): 425–445.

https://doi.org/10.1108/15265940610688982

Published: 01 August 2006

View article titled, Option pricing for some stochastic volatility models

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Option pricing for jump diffussion model with random volatility

Fuzzy random‐coefficient volatility models with financial applications

Dynamic monitoring of financial intermediaries with subordinated debt

Financial applications of ARMA models with GARCH errors

Catastrophe forecasting: seeing “gray” among the “black boxes”

The estimation of nominal and real yield curves from government bonds in Israel

Option pricing for some stochastic volatility models

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