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J

Jimmy E. Hilliard

auburn university system

18H指数
91论文数
1.6K被引数
收录论文 10
发表时间
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Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2024-09-01
err0
errOAAI
errHilliard, Jimmy E.; Hilliard, Jitka; Ngo, Julie T. D.
err分享
err收藏
A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-01-01
err6
PREAI
errHilliard, Jimmy E.; Hilliard, Jitka
err分享
err收藏
Pricing European and American derivatives under a jump-diffusion process: A bivariate tree approach
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2009-04-06
err43
PREAI
errHilliard, JE; Schwartz, A
err分享
err收藏
Jump processes in commodity futures prices and options pricing商品期货价格和期权定价中的跳跃过程
errAMERICAN JOURNAL OF AGRICULTURAL ECONOMICS
IF3.3
err1999-05-01
err46
PREAI
errHilliard, JE; Reis, JA
err分享
err收藏
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1998-03-01
err165
PREAI
errHilliard, JE; Reis, J
err分享
err收藏
A NOTE ON WEEKDAY, INTRADAY, AND OVERNIGHT PATTERNS IN THE INTERBANK FOREIGN-EXCHANGE AND LISTED CURRENCY OPTIONS MARKETS
errJOURNAL OF BANKING & FINANCE
IF3.8
err1992-12-01
err6
PREAI
errHILLIARD, JE; TUCKER, AL
err分享
err收藏
MEASURING RISK IN FIXED PAYMENT SECURITIES - AN EMPIRICAL-TEST OF THE STRUCTURED FULL RANK COVARIANCE-MATRIX
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1991-09-01
err4
PREAI
errHILLIARD, JE; JORDAN, SD
err分享
err收藏
CURRENCY OPTION PRICING WITH STOCHASTIC DOMESTIC AND FOREIGN INTEREST-RATES
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1991-06-01
err24
PREAI
errHILLIARD, JE; MADURA, J; TUCKER, AL
err分享
err收藏
HEDGING INTEREST-RATE RISK WITH FUTURES PORTFOLIOS UNDER FULL-RANK ASSUMPTIONS
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1989-06-01
err3
PREAI
errHILLIARD, JE; JORDAN, SD
err分享
err收藏
HEDGING INTEREST-RATE RISK WITH FUTURES PORTFOLIOS UNDER TERM STRUCTURE EFFECTS
errJOURNAL OF FINANCE
IF9.5
err1984-12-01
err13
PREAI
errHILLIARD, JE
err分享
err收藏

研究方向

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合作学者
合作期刊
J
Jitka Hilliard
H 指数: 9 · 论文数: 54
S
Susan D. Jordan
H 指数: 8 · 论文数: 27
J
Jorge A. Reis
H 指数: 2 · 论文数: 4
H 指数: 0 · 论文数: 45
H 指数: 0 · 论文数: 80
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