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Algorithmic trading with learning
Cartea, Álvaro; Jaimungal, Sebastian; Kinzebulatov, Damir - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
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Market making with alpha signals
Cartea, Álvaro; Wang, Yixuan - In: International journal of theoretical and applied finance 23 (2020) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
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On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej; Vajsburd, Igor - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
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Optimal investment strategy for risky assets
Maslov, Sergei - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10001251048
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Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C. - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
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A simple model for option pricing with jumping stochastic volatility
Herzel, Stefano - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 487-505
Persistent link: https://www.econbiz.de/10001255558
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Optimal strategies for prudent investors
Baviera, Roberto (contributor) - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 473-486
Persistent link: https://www.econbiz.de/10001255559
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
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Taming large events : optimal portfolio theory for strongly fluctuating assets
Bouchaud, Jean-Philippe (contributor) - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001236676