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~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Risk management"
~subject:"Volatilität"
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Börsenkurs
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Gupta, Rangan
6
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Finance and stochastics
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ECONIS (ZBW)
292
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1
Stock price reaction to ECB communication : Introductory Statements vs. Questions & Answers
Baranowski, Pawel
;
Bennani, Hamza
;
Doryń, Wirginia
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472089
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2
Mean-Maximum Drawdown optimization of buy-and-hold portfolios using a multi-objective evolutionary algorithm
Drenovak, Mikica
;
Ranković, Vladimir
;
Urošević, Branko
; …
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341443
Saved in:
3
Unique equilibrium in a model of takeovers involving block trades and tender offers
Oh, Frederick Dongchuhl
;
Baek, Sangkyu
- In:
Finance research letters
15
(
2015
),
pp. 208-214
Persistent link: https://www.econbiz.de/10011553200
Saved in:
4
Cross-shareholding, managerial capabilities, and strategic risk-taking in enterprises : a game or a win-win?
Wang, Shuangjin
;
Zhang, Xiaoqian
;
Cebula, Richard J.
; …
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014531189
Saved in:
5
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
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6
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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7
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
8
Consistent variance curve models
Buehler, Hans
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 178-203
Persistent link: https://www.econbiz.de/10003334916
Saved in:
9
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
10
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
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