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A model for market closure and international portfolio management within incomplete information
Bellalah, Mondher; Wu, Zhen - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10001687132
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Pricing securities with exchange-imposed price limits via risk neutral valuation
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 399-406
Persistent link: https://www.econbiz.de/10003463418
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Stress testing the resilience of financial networks
Amini, Hamed; Cont, Rama; Minca, Andreea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
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A dynamic model of central counterparty risk
Bielecki, Tomasz R.; Cialenco, Igor; Feng, Shibi - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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Bubbles and anti-bubbles in Latin-American, Asian and Western stock markets : an empirical study
Johansen, Anders; Sornette, Didier - In: International journal of theoretical and applied finance 4 (2001) 6, pp. 853-920
Persistent link: https://www.econbiz.de/10001632647
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The effects of the Asian crisis of 1997 on emergent markets through a critical phenomena model
Figueroa, M. G.; Mariani, M. C.; Ferraro, M. B. - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 605-612
Persistent link: https://www.econbiz.de/10001794267
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A generalization of principal component analysis for non-observable term structures in emerging markets
Almeida, Caio; Duarte Júnior, Antonio Marcos; … - In: International journal of theoretical and applied finance 6 (2003) 8, pp. 885-903
Persistent link: https://www.econbiz.de/10001862220
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Integration of global capital markets : an empirical exploration
Bhattacharyya, Malay; Banerjee, Ashok - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 385-405
Persistent link: https://www.econbiz.de/10002108782