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~type:"book"
~accessRights:"free"
~language:"eng"
~institution:"arXiv.org"
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51
Pricing for Large Positions in Contingent Claims
Robertson, Scott
-
2012
Persistent link: https://www.econbiz.de/10009493242
Saved in:
52
Dynamic Markov bridges motivated by models of insider trading
Campi, Luciano
;
Umut \c{C}etin
;
Danilova, Albina
-
2012
Persistent link: https://www.econbiz.de/10009646386
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53
Ensemble properties of high frequency data and intraday trading rules
Baldovin, Fulvio
;
Camana, Francesco
;
Caporin, Massimiliano
-
2012
Persistent link: https://www.econbiz.de/10009646387
Saved in:
54
Loan and nonloan flows in the Australian interbank network
Sokolov, Andrey
;
Webster, Rachel
;
Melatos, Andrew
; …
-
2012
Persistent link: https://www.econbiz.de/10009646388
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55
Minimax Option Pricing Meets Black-Scholes in the Limit
Abernethy, Jacob
;
Frongillo, Rafael M.
;
Wibisono, Andre
-
2012
Persistent link: https://www.econbiz.de/10009646389
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56
Optimal arbitrage under model uncertainty
Fernholz, Daniel
;
Karatzas, Ioannis
-
2012
Persistent link: https://www.econbiz.de/10009646390
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57
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance
Kononovicius, Aleksejus
;
Gontis, Vygintas
;
Daniunas, …
-
2012
Persistent link: https://www.econbiz.de/10009646391
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58
A Dynamical Approach to Operational Risk Measurement
Bardoscia, Marco
;
Bellotti, Roberto
-
2012
Persistent link: https://www.econbiz.de/10009646393
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59
Parametric estimation of hidden stochastic model by contrast minimization and deconvolution: application to the Stochastic Volatility Model
Kolei, Salima El
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2012
Persistent link: https://www.econbiz.de/10009646394
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60
Quasi-Monte Carlo methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009646396
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