86. Hunt, B. F., "Growth Optimal Investment Strategy Efficacy: An Application on Long Run Australian Equity Data" June 2002.
(137 Kb)
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85. Lazrak, A. and Zapatero, F., "Efficient Consumption Set Under Recursive Utility and Unknown Beliefs" June 2002.
(267 Kb)
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84. Chiarella, C. and He, X-Z., "An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies" June 2002.
(1.4 Mb)
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83. Chiarella, C. and Ziogas, A., "Evaluation of American Strangles" June 2002.
(306 Kb)
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82. Platen, E., "A Benchmark Framework for Integrated Risk Management" June 2002.
(927 Kb)
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81. Platen, E., "Benchmark Model with Intensity Based Jumps" June 2002.
(971 Kb)
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80. Bhar, R., Chiarella, C. and Tô, T-D., "A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models" May 2002.
(398 Kb)
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79. Schlögl, E., "Extracting the Joint Volatility Structure of Foreign Exchange and Interest rates from Option Prices" May 2002

78. Heath, D. and Platen, E., "Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model" May 2002.
(530 Kb)
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77. Platen, E. and Runggaldier, W. J., "A Benchmark Approach to Filtering in Finance", March 2002.
(305 Kb)
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76. Amilon, H., "A Score Test for Discreteness in GARCH Models", March 2002 (updated January 2005).
(244 Kb)
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75. Heath, D. and Platen, E., "A Variance Reduction technique Based on Integral Representations", March 2002.
(480 Kb)
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74. Bühlmann, H. and Platen, E., "A Discrete Time Benchmark Approach for Finance and Insurance", March 2002.
(260 Kb)
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73. Kwon, O., "A General Framework for the Construction and the Smoothing of Forward Rate Curves" March 2002.
(197 Kb)
Abstract