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Gibbs distribution of money : a computer simulation
Drăgulescu, Adrian A.; Yakovenko, Victor M. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 597
Persistent link: https://www.econbiz.de/10001524507
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Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks
Lipton, Alexander - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-57
Persistent link: https://www.econbiz.de/10011572391
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Would there ever be consensus value and source of the equity risk premium? : A review of the extant literature
Oyefeso, Oluwatobi - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10003312723
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A scenario analysis of the risk premium in G7 countries
Omran, Mohammed; Pointon, John - In: International journal of theoretical and applied finance 11 (2008) 7, pp. 673-689
Persistent link: https://www.econbiz.de/10003791847
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An analytical framework for explaining relative performance of CAPM beta and downside beta
Galagedera, Don U. A. - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003867409
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Valuing callable and putable revenue-performance-linked project backed securities
Dong, Feng; Chiara, Nicola; Večeř, Jan - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 751-765
Persistent link: https://www.econbiz.de/10008904334
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A generalized normal mean-variance mixture for return processes in finance
Luciano, Elisa; Semeraro, Patrizia - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 415-440
Persistent link: https://www.econbiz.de/10008904364
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PDE approach to the valuation and hedging of basket credit derivatives
Rutkowski, Marek; Yousiph, Khan - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1261-1285
Persistent link: https://www.econbiz.de/10003632076
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Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard; Platen, Eckhard - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
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Pricing of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 12 (2009) 8, pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574