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Journal Articles

Option pricing for jump diffussion model with random volatility

A. Thavaneswaran, Jagbir Singh
Journal: The Journal of Risk Finance
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: The Journal of Risk Finance
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: The Journal of Risk Finance
Journal of Risk Finance (2006) 7 (5): 463–487.
https://doi.org/10.1108/15265940610712641
Published: 01 October 2006
View article titled, Dynamic monitoring of financial intermediaries with subordinated debt
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Journal Articles

Financial applications of ARMA models with GARCH errors

M. Ghahramani, A. Thavaneswaran
Journal: The Journal of Risk Finance
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: The Journal of Risk Finance
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: The Journal of Risk Finance
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: The Journal of Risk Finance
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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