Showing results 1 to 2 of 2
A stochastic-difference-equation model for hedge-fund returns Derman, Emanuel; Park, Kun Soo; Whitt, Ward, QUANTITATIVE FINANCE, v.10, no.7, pp.701 - 733, 2010-08 |
Markov chain models to estimate the premium for extended hedge fund lockups Park, Kun Soo; Derman, Emanuel; Whitt, Ward, WILMOTT JOURNAL, v.1, no.5-6, pp.263 - 293, 2009-10 |
Discover