Results for Discipline:
Financial Planning, Accountancy
Hits 1-8 within 8 documents
A Continuous-Time Model for Reinvestment Risk in Bond Markets [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.451-464
Double knock-out Asian barrier options which widen or contract as they approach maturity [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.329-340
Regression methods in pricing American and Bermudan options using consumption processes [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.315-327
What Pieces of Limit Order Book Information Matter in Explaining Order Choice by Patient and Impatient Traders? [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.527-545
Capital allocation for credit portfolios with kernel estimators [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.581-595
Investment strategies in the long run with proportional transaction costs and HARA utility function [journal article]
Source: Quantitative Finance, 9 (2009) 2. p.231-242
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
Credit contagion and credit risk [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.373-382