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Algorithmic trading of co-integrated assets
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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A continuous-time reexamination of dollar-cost averaging
Milevsky, Moshe Arye; Posner, Steven E. - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10001769127
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The early exercise premium in American options by using nonparametric regressions
Li, Weiping; Chen, Su - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
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Efficient hedging of path-dependent options
Kolkiewicz, Adam W. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011525107
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Special issue on financial derivatives and risk management
Grasselli, Matheus (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009562521
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Pricing digital outperformance options with uncertain correlation
Romo, Jacinto Marabel - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 709-722
Persistent link: https://www.econbiz.de/10009298474
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Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet - In: International journal of theoretical and applied finance 19 (2016) 7, pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
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Conditional density models for asset pricing
Filipović, Damir; Hughston, Lane P.; Macrina, Andrea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
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Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong; Meister, Bernhard K. - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
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Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998