J
John L. Knight
5 works on record
Works

Linear factor models in finance

Return distributions in finance

Forecasting volatility in the financial markets
Pricing interest rate derivatives in a non-parametric two-factor term-structure model
Pricing interest rate derivatives in a non-parametric two-factor term-structure model
1999
Estimation of stationary stochastic processes via the empirical characteristic function
Estimation of stationary stochastic processes via the empirical characteristic function
1994