Narrow search
Showing 1 - 4 of 4
Cover Image
Managing corporate liquidity : strategies and pricing implications
Asvanunt, Attakrit; Broadie, Mark; Sundaresan, Suresh M. - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 369-406
Persistent link: https://www.econbiz.de/10009154911
Cover Image
The effect of jumps and discrete sampling on volatility and variance swaps
Broadie, Mark; Jain, Ashish - In: International journal of theoretical and applied finance 11 (2008) 8, pp. 761-797
Persistent link: https://www.econbiz.de/10003812780
Cover Image
High-dimensional portfolio optimization with transaction costs
Broadie, Mark; Shen, Weiwei - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Cover Image
Forward and future implied volatility
Glasserman, Paul; Wu, Qi - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 407-432
Persistent link: https://www.econbiz.de/10009154904