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Essays in financial risk management
Seidel, Henry, (2017)
The economics of financial markets
Bailey, Roy E., (2005)
Estimating a regime switching pairs trading model
Elliott, Robert J., (2018)
Markowitz's "Portfolio selection" : a fifty-year retrospective
Rubinstein, Mark, (2002)
Derivatives performance attribution
Rubinstein, Mark, (2001)
On the relation between binominal and trinominal option pricing models
Rubinstein, Mark, (2000)