Hits 51-59 within 59 documents
A Two-Factor Model for the Electricity Forward Market [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.279-287
A Cross-Currency Lévy Market Model [journal article]
Source: Quantitative Finance, 6 (2006) 6. p.465-480
The momentum effect: Omitted risk factors or investor behaviour? Some evidence from the Spanish stock market [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.637-650
Gram-Charlier densities: A multivariate approach [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.855-868
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.621-636
Wealth-driven competition in a speculative financial market: examples with maximizing agents [journal article]
Source: Quantitative Finance, 8 (2008) 4. p.363-380
Modelling spikes and pricing swing options in electricity markets [journal article]
Source: Quantitative Finance, 9 (2009) 8. p.937-949
Enhanced policy iteration for American options via scenario selection [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.135-146
The Epps effect revisited [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.793-802