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ECONIS (ZBW)
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Dynamic portfolio strategies : quantitative methods and empirical rules for incomplete information
Dokučaev, Nikolaj G.
-
2002
Persistent link: https://www.econbiz.de/10001663981
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2
Optimality of myopic strategies for multi-stock discrete time market with management costs
Dokučaev, Nikolaj G.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
2
,
pp. 551-556
Persistent link: https://www.econbiz.de/10003897230
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3
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Saved in:
4
Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G.
- In:
IMA journal of management mathematics
23
(
2012
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10009510307
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5
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
6
Mutual Fund Theorem for continuous time markets with random coefficients
Dokučaev, Nikolaj G.
- In:
Theory and decision : an international journal for …
76
(
2014
)
2
,
pp. 179-199
Persistent link: https://www.econbiz.de/10010345260
Saved in:
7
Optimal gradual liquidation of equity from a risky asset
Dokučaev, Nikolaj G.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1305-1308
Persistent link: https://www.econbiz.de/10008938305
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8
Mathematical finance : core theory, problems, and statistical algorithms
Dokučaev, Nikolaj G.
-
2007
Persistent link: https://www.econbiz.de/10003350855
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9
Two unconditionally implied parameters and volatilty smiles and skews
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
2
(
2006
)
3
,
pp. 199-204
Persistent link: https://www.econbiz.de/10003326280
Saved in:
10
Price matching for multiple rescindable options and European options
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 319-325
Persistent link: https://www.econbiz.de/10003807716
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