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Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne; Ly Vath, Vathana; Scotti, Simone; … - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
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Optimal credit allocation under regime uncertainty with sensitivity analysis
Bernis, Guillaume; Carassus, Laurence; Docq, Grégoire; … - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011403164
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Quadratic hedging for the Bates model
Hubalek, Friedrich; Sgarra, Carlo - In: International journal of theoretical and applied finance 10 (2007) 5, pp. 873-885
Persistent link: https://www.econbiz.de/10003564682