A Complete Markovian Stochastic Volatility Model in the HJM Framework Carl ChiarellaOh Kang Kwon OriginalPaper Pages: 293 - 304
Statistical Methodologies for the Market Risk Measurement Ryozo MiuraShingo Oue OriginalPaper Pages: 305 - 319
Testing for Serial Correlation in the Presence of Stochastic Volatility Manabu Asai OriginalPaper Pages: 321 - 337
A Note on the Joint Distribution of α, β-Percentiles and Its Application to the Option Pricing Takahiko Fujita OriginalPaper Pages: 339 - 344
