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Finance research letters
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When Tether says "jump!" Bitcoin asks "how low?"
Grobys, Klaus
;
Toan Luu Duc Huynh
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013459823
Saved in:
2
Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
Hodoshima, Jiro
;
Yamawake, Toshiyuki
- In:
Finance research letters
28
(
2019
),
pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
Saved in:
3
Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro
;
Misawa, Tetsuya
;
Miyahara, Yoshio
- In:
Finance research letters
24
(
2018
),
pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
Saved in:
4
Assessing the profitability of intraday opening range breakout strategies : Ulf Holmberg; Carl Lönnbark; Christian Lundström
Holmberg, Ulf
;
Lönnbark, Carl
;
Lundström, Christian
- In:
Finance research letters
10
(
2013
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10009728609
Saved in:
5
Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance research letters
9
(
2012
)
2
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009615902
Saved in:
6
A note on sufficient conditions for no arbitrage
Carr, Peter
;
Madan, Dilip B.
- In:
Finance research letters
2
(
2005
)
3
,
pp. 125-130
Persistent link: https://www.econbiz.de/10003099264
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