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A geometric treatment of time-varying volatilities Han, Chulwoo; Park, Frank C.; Kang, Jangkoo, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11 |
Power-law distributions of corporate innovative output: evidence from US patent data Choi, Mincheol; Lee, Chang-Yang, SCIENTOMETRICS, v.122, no.1, pp.519 - 554, 2020-01 |
Saddlepoint approximations for affine jump-diffusion models Glasserman, P; Kim, Kyoung-Kuk, JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, v.33, no.1, pp.15 - 36, 2009-01 |
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