//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Primbs, James A."
~person:"Yamada, Yuji"
~subject:"Share price"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A moment computation algorithm...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Hedging
10
Derivat
7
Derivative
7
Option pricing theory
7
Optionspreistheorie
7
Theorie
7
Theory
7
Portfolio selection
6
Portfolio-Management
6
Weather
4
Wetter
4
Forecasting model
3
Japan
3
Minimum variance hedge
3
Non-parametric regression
3
Prognoseverfahren
3
Weather derivatives
3
Additive models
2
Anlageverhalten
2
Barrier options
2
Behavioural finance
2
Börsenkurs
2
CAPM
2
Cross hedge
2
Electric power industry
2
Elektrizitätswirtschaft
2
Homotopy analysis method
2
Incomplete market
2
Lévy processes
2
Mathematical programming
2
Mathematische Optimierung
2
Prediction errors
2
Smooth functions
2
Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
2
Variance gamma model
2
volatility smile
2
2013-2016
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Language
All
English
2
Author
All
Primbs, James A.
Yamada, Yuji
Rathinam, Muruhan
1
Published in...
All
Applied mathematical finance
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal trading with cointegrated pairs of stocks
Yamada, Yuji
;
Primbs, James A.
- In:
Recent advances in financial engineering 2011: …
,
(pp. 183-202)
.
2012
Persistent link: https://www.econbiz.de/10009573431
Saved in:
2
Trader behavior and its effect on asset price dynamics
Primbs, James A.
;
Rathinam, Muruhan
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10003847155
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->