Suchergebnisse für das Fachgebiet:
Finanzwirtschaft, Rechnungswesen
Ergebnisse 1-10 innerhalb von 14 Dokumenten
Update rules for convex risk measures [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 8. S.833-843
A Continuous-Time Model for Reinvestment Risk in Bond Markets [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 4. S.451-464
Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 4. S.353-361
Regression methods in pricing American and Bermudan options using consumption processes [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 3. S.315-327
On the feasibility of portfolio optimization under expected shortfall [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 4. S.389-396
Modelling bonds and credit default swaps using a structural model with contagion [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 7. S.669-680
Double knock-out Asian barrier options which widen or contract as they approach maturity [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 3. S.329-340
Credit contagion and credit risk [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 4. S.373-382
Investment strategies in the long run with proportional transaction costs and HARA utility function [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 2. S.231-242
What Pieces of Limit Order Book Information Matter in Explaining Order Choice by Patient and Impatient Traders? [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 5. S.527-545