J. E. Hilliard

发表

Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot

Jimmy E. Hilliard, J. E. Hilliard, Jorge A. Reis, 1998, Journal of Financial and Quantitative Analysis.

Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators

J. E. Hilliard, Jitka Hilliard, 2012 .

Jump Processes in Commodity Futures Prices and Options Pricing

Jimmy E. Hilliard, J. E. Hilliard, Jorge A. Reis, 1999 .

Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates

Jimmy E. Hilliard, J. Madura, Alan L. Tucker, 1991, Journal of Financial and Quantitative Analysis.

Pricing European and American Derivatives Under a Jump-Diffusion Process: A Bivariate Tree Approach

J. E. Hilliard, Adam Schwartz, 2003 .

Pricing a class of American and European path dependent securities

D. Keenan, J. Kau, J. E. Hilliard, 1995 .

Pricing an Option on a Non-Decreasing Asset Value: An Application to Movie Revenue

Jimmy E. Hilliard, D. Chance, J. E. Hilliard, 2005 .

The Relationship Between Equity Indices on World Exchanges

Jimmy E. Hilliard, J. E. Hilliard, 1979 .

Estimating Early Exercise Premiums on Gold and Copper Options Using a Multifactor Model and Density Matched Lattices

Jimmy E. Hilliard, J. E. Hilliard, Jitka Hilliard, 2015 .

STOCHASTIC ANALYSIS OF EARNINGS AND LEVERAGE MEASURES

Jimmy E. Hilliard, R. Leitch, J. E. Hilliard, 1983 .

Option pricing under short-lived arbitrage: theory and tests

Jimmy E. Hilliard, J. E. Hilliard, Jitka Hilliard, 2014 .

Option pricing under short-lived arbitrage: theory and tests

J. E. Hilliard, Jitka Hilliard, 2017 .

Valuing Prepayment and Default in a Fixed‐Rate Mortgage: A Bivariate Binomial Options Pricing Technique

V. Carlos Slawson, Jimmy E. Hilliard, J. Kau, 1998 .

OBTAINING AND PARAMETERIZING MULTIPERIOD PORTFOLIOS WITH DESIRABLE CHARACTERISTICS UNDER LOGNORMAL RETURNS

Jimmy E. Hilliard, J. E. Hilliard, R. Clayton, 1982 .

A Test of Technical Analysis: Matching Time Displaced Generalized Patterns

James. C. Squire, J. E. Hilliard, Adam Schwartz, 2013 .

Using Multivariate Densities to Assign Lattice Probabilities When There Are Jumps

J. E. Hilliard, Jitka Hilliard, 2015 .

The impact of soft intervention on the Chinese financial futures market

Jimmy E. Hilliard, J. E. Hilliard, Haoran Zhang, 2020 .

Cost-Volume-Profit Analysis Under Uncer- tainty: A Log Normal Approach

R. Leitch, J. E. Hilliard, 2016 .

A SPECTRAL ANALYSIS OF THE INTERACTION BETWEEN INVENTORIES AND SALES OF MERCHANT WHOLESALERS

H. Barksdale, J. E. Hilliard, 1975 .

Binominal Option Pricing Under Stochastic Volatility and Correlated State Variables

J. E. Hilliard, Adam Schwartz, 1996 .

The Time Domain Implications of Phase Angles and Tau

H. Barksdale, J. E. Hilliard, 1976 .