Summary: Topics: Optimal Stopping in Financial Engineering, Wavelet Galerkin Methods for Pricing Derivative Contracts on Levy-Driven Assets, On the Management of Unit-Linked Life Insurance Contracts, The Multi-Fractal Model of Asset Returns: A New Tool for Forecasting Volatility, Simulation-Based Inference of Stochastic Volatility Models, Time Varying Tail Index and Regime Switches in Asset Returns, Agent-Based Stochastic Volatility Model, Evolutionary Learning in Auctions, On the Hump-Shaped Output Effect of Monetary Polica in an Open Economy

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