Cyrus A. Ramezani

Maximum likelihood estimation of the double exponential jump-diffusion process

Cyrus A. Ramezani, Yong Zeng · Annals of Finance · 2006 · 112 citations

Engineering, Business Economics, Financial Economics +13

Growth, Corporate Profitability, and Value Creation

Cyrus A. Ramezani, Luc Soenen, Alan Jung · Financial Analysts Journal · 2002 · 111 citations

Business, Business Economics, Finance +17

Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Application to Security Prices

Cyrus A. Ramezani, Yong Zeng · SSRN Electronic Journal · 1998 · 59 citations · Full text

Business, Economics, Finance +16

Affine Models of the Joint Dynamics of Exchange Rates and Interest Rates

Bing Anderson, Peter J. Hammond, Cyrus A. Ramezani · Journal of Financial and Quantitative Analysis · 2010 · 34 citations

Social Sciences, Economics, Finance +17

An Arbitrage-Free Approach to Quasi-Option Value

Jay S. Coggins, Cyrus A. Ramezani · Journal of Environmental Economics and Management · 1998 · 20 citations

Business, Economics, Finance +11