Modeling Returns and Unconditional Variance in Risk Neutral World for Liquid and Illiquid Market

Journals Menu

Follow SCIRP

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Modeling Returns and Unconditional Variance in Risk Neutral World for Liquid and Illiquid Market"
written by Ivivi Joseph Mwaniki,
published by Journal of Mathematical Finance, Vol.5 No.1, 2015

has been cited by the following article(s):

[1]	Option pricing using jump diffusion model: a case of stock markets of selected east African countries
	2020

[2]	Modeling heteroscedastic, skewed and leptokurtic returns in discrete time
	2019

[3]	Increments of Normal Inverse Gaussian Process as Logarithmic Returns of Stock Price.
	2018

[4]	Approximation of Distribution of Log-returns with Normal Inverse Gaussian Process
	2018

[5]	Increments of normal inverse Gaussian process as logarithmic returns of stock price
	Information Technology and Management …, 2018

[6]	Valuation of European Call Option via Inverse Fourier Transform
	Information Technology and Management Science , 2017

[7]	Valuation of European Call Option via Inverse Fourier Transform.
	2017

[8]	Modern portfolio theory
	2016

[9]	Postmodern Portfolio Theory
	Postmodern Portfolio Theory, 2016

[10]	Postmodern Portfolio Theory: Navigating Abnormal Markets and Investor Behavior
	2016

[11]	Time-Varying Beta: Autocorrelation and Autoregressive Time Series
	Postmodern Portfolio Theory, 2016

Follow SCIRP