Hits 1-10 within 18 documents
Price Discovery in the Presence of Boundedly Rational Agents [journal article]
Source: Quantitative Finance, 8 (2008) 3. p.235-249
A Multifactor Volatility Heston Model [journal article]
Source: Quantitative Finance, 8 (2008) 6. p.591-604
Update rules for convex risk measures [journal article]
Source: Quantitative Finance, 8 (2008) 8. p.833-843
Relation between Bid-Ask Spread, Impact and Volatility in Order-Driven Markets [journal article]
Source: Quantitative Finance, 8 (2007) 1. p.41-57
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.119-133
Least Squares Importance Sampling for Monte Carlo Security Pricing [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.485-497
Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations [journal article]
Source: Quantitative Finance, 8 (2008) 4. p.353-361
Modelling bonds and credit default swaps using a structural model with contagion [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.669-680
A multi-factor jump-diffusion model for commodities [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.181-200
Multi-asset minority games [journal article]
Source: Quantitative Finance, 8 (2008) 3. p.225-231