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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Mathematical programming
7
Mathematische Optimierung
7
Theorie
7
Theory
7
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
4
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4
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English
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Lourenço, Helena
6
Alòs, Elisa
2
Moreno, Manuel
2
Navas, Javier F.
2
Serra, Daniel
2
Bertail, Patrice
1
Colomé, Rosa
1
Gómez, Juan-Pedro
1
Häfke, Christian
1
Kohatsu-Higa, Arturo
1
Laguna, Manuel
1
Ledoit, Olivier
1
Martin, Olivier C.
1
Martí, Rafael
1
Montero, Miquel
1
Niño-Mora, José
1
Penalva, José
1
Politis, Dimitris N.
1
Ribeiro, Rita
1
Ribeiro, Rita A.
1
Sharma, Tridib
1
Silva, Francisco José Ferreira
1
Soto Zuluaga, Juan P.
1
Stützle, Thomas
1
Voth, Hans-Joachim
1
Wolf, Michael
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
1,170
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
202
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
99
Institut für Schweizerisches Bankwesen <Zürich>
84
C.E.P.R. Discussion Papers
74
International Monetary Fund (IMF)
68
Centre for Analytical Finance <Århus>
49
Springer Fachmedien Wiesbaden
47
EconWPA
39
Agricultural and Applied Economics Association - AAEA
37
Center for Economic Research <Tilburg>
37
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
European Association of Agricultural Economists - EAAE
36
National Centre of Competence in Research North South <Bern>
35
Ekonomiska forskningsinstitutet <Stockholm>
33
World Bank
33
HAL
32
Erasmus Research Institute of Management
31
Université Paris-Dauphine (Paris IX)
31
Deutsche Forschungsgemeinschaft
27
International Monetary Fund
27
Institute of Finance and Accounting <London>
26
Econometrisch Instituut <Rotterdam>
25
Federal Reserve Bank of St. Louis
21
Society for Computational Economics - SCE
21
Svenska Handelshögskolan <Helsinki>
21
Chambre de commerce et d'industrie de Paris
20
European University Institute / Department of Economics
20
Rodney L. White Center for Financial Research
20
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
19
CESifo
18
Friedrich-Schiller-Universität Jena
18
Verlag Dr. Kovač
18
IGI Global
17
Institut für Weltwirtschaft
17
Reserve Bank of Australia
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Department of Economics, Oxford University
16
Frank J. Fabozzi Associates <New Hope, Pa.>
16
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
18
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ECONIS (ZBW)
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Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
Saved in:
2
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
Saved in:
3
A general decomposition formula for derivative prices in stochastic
volatility
models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
Saved in:
4
Australian Asian options
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
Saved in:
5
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
Saved in:
6
Beyond Smith's rule : an optimal dynamic index, rule for single machine stochastic scheduling with convex holding costs
Niño-Mora, José
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540736
Saved in:
7
Strategies for an integrated distribution problem
Ribeiro, Rita A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110253
Saved in:
8
A recoverable production planning model
Soto Zuluaga, Juan P.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697184
Saved in:
9
Locating emergency services with priority rules: the priority queuing covering location problem
Silva, Francisco José Ferreira
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702874
Saved in:
10
A new chance-constrained maximum capture location problem
Colomé, Rosa
(
contributor
);
Lourenço, Helena
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747416
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