General Equity Model
2010
Mar 2010 Calibrating the Dividend Yield Model
2009
Jan 2009 Levy Processes and Change of Probability Measure
2008
Nov 2008 Term Structure in the SVJD Model - Volatility, Skew, Kurtosis and Return Distributions
Nov 2008 Stochastic Volatility Jump Diffusion Model : Real World Calibration
2007
Sep 2007 Incorporating Modified Betas and Implied Volatilities in Child Equity Calibrations
2006
Apr 2006 Time Varying Correlation Under the Stochastic Volatility Equity Model