Search Results - subject:"fair pricing"

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Sitting bucks : stale pricing in fixed income funds

Choi, Jaewon; Kronlund, Mathias; Oh, Ji Yeol Jimmy - In: Journal of financial economics 145 (2022) 2,1, pp. 296-317

Persistent link: https://www.econbiz.de/10013473845

Market impact : a systematic study of the high frequency options market

Said, Emilio; Bel Hadj Ayed, Ahmed; Thillou, Damien; … - In: Quantitative finance 21 (2021) 1, pp. 69-84

Persistent link: https://www.econbiz.de/10012424634

Slow decay of impact in equity markets : insights from the ANcerno database

Bucci, Frédéric; Benzaquen, Michael; Lillo, Fabrizio; … - In: Market microstructure and liquidity 4 (2018) 3/4, pp. 1-14

Persistent link: https://www.econbiz.de/10012227833

Fair bilateral pricing under funding costs and exogenous collateralization

Nie, Tianyang; Rutkowski, Marek - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 621-655

Persistent link: https://www.econbiz.de/10011969093

Market impact : a systematic study of limit orders

Said, Emilio; Bel Hadj Ayed, Ahmed; Husson, Alexandre; … - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-33

Persistent link: https://www.econbiz.de/10011988894

A Benders' decomposition algorithm for optimizing distribution of perishable products considering postharvest biological behavior in agri-food supply chain : a case study of tomato

Ghezavati, V. R.; Hooshyar, S.; Tavakkoli-Moghaddam, R. - In: Central European journal of operations research : CEJOR … 25 (2017) 1, pp. 29-54

Persistent link: https://www.econbiz.de/10011710963

Jean Tirole, Nobel prize winner

Kato, Mika - In: Review of political economy 28 (2016) 1, pp. 23-44

Persistent link: https://www.econbiz.de/10011446452

A BSDE approach to fair bilateral pricing under endogenous collateralization

Nie, Tianyang; Rutkowski, Marek - In: Finance and stochastics 20 (2016) 4, pp. 855-900

Persistent link: https://www.econbiz.de/10011569868

A note on fairness and personalised pricing

Vulkan, Nir; Shem-Ṭov, Yotam - In: Economics letters 136 (2015), pp. 179-183

Persistent link: https://www.econbiz.de/10011436088

The Pricing of Bank Debt Guarantees

Arping, Stefan - 2009

framework. We show that the desirability of fair pricing of guarantees depends on the degree of transparency of the banking … sector: in relatively opaque banking systems, fair pricing exacerbates banks' incentive to take excessive risks, whereas the …

Persistent link: https://www.econbiz.de/10010326062

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