Hong Kong Mortgage Corporation / Johns Wiles and Sons Ltd. / Bloomberg / /
Country
United States / United Kingdom / /
Currency
pence / / /
Facility
City University of New York / City University of New York February / Hong Kong Cap-Floor Volatility Dynamics Paul McNelis* Hong Kong Institute / INSTITUTE FOR MONETARY RESEARCH A COMPARISON OF US AND / Hong Kong Institute / Georgetown University / Salih Neftci†Hong Kong Institute / /
IndustryTerm
stochastic evolutionary search process / genetic algorithm / stochastic search point / /
Organization
City University of New York / Department of Physiology / Graduate Center / Department of Economics / Georgetown University / Washington / Hong Kong Institute for Monetary / Institute for Monetary Research / Georgetown University / Hong Kong Institute for Monetary Research Letting / Two International Finance Centre / /
Person
Roland Baddeley / Libor / Domenico Vicini / David Baddeley / Alessandro Vicini / Salih Neftci / Paul McNelis / / /
HONG KONG INSTITUTE FOR MONETARY RESEARCH A COMPARISON OF US AND HONG KONG CAP-FLOOR VOLATILITY DYNAMICS Paul McNelis and Salih Neftci