A simple nonlinear dynamic model for unemployment: Explaining the spanish case.
Faria, João Ricardo, León-Ledesma, Miguel A. (2008)
Discrete Dynamics in Nature and Society
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Faria, João Ricardo, León-Ledesma, Miguel A. (2008)
Discrete Dynamics in Nature and Society
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Guriev, Sergei, Pospelov, Igor (1999)
Discrete Dynamics in Nature and Society
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Zhang, Wei-Bin (2008)
Discrete Dynamics in Nature and Society
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Wang, J.K. (2001)
Discrete Dynamics in Nature and Society
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Westerhoff, Frank H. (2005)
Discrete Dynamics in Nature and Society
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Ton Vorst (1990)
Banach Center Publications
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Risklab project in model risk (2000)
Journal de la société française de statistique
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Rosser, J.Barkley jun., Rosser, Marina Vcherashnaya (1998)
Discrete Dynamics in Nature and Society
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P. Sztuba, A. Weron (2001)
Applicationes Mathematicae
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We show how to use the Gaussian HJM model to price modified forward-start options. Using data from the Polish market we calibrate the model and price this exotic option on the term structure. The specific problems of Central Eastern European emerging markets do not permit the use of the popular lognormal models of forward LIBOR or swap rates. We show how to overcome this difficulty.
Li, Honggang, Rosser, J. Barkley jun. (2001)
Discrete Dynamics in Nature and Society
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Zhang, Wei-Bin (2005)
Discrete Dynamics in Nature and Society
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Correa, Romar, Damle, Shubhada (2001)
Discrete Dynamics in Nature and Society
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Sánchez, Juan R. (2005)
Discrete Dynamics in Nature and Society
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