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Extremal behavior of long-term investors with power utility
Bäuerle, Nicole; Grether, Stefanie Ulrike - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-13
Persistent link: https://www.econbiz.de/10011733956
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Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models
Eriksson, Bjorn; Pistorius, Martijn - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1139-1158
Persistent link: https://www.econbiz.de/10009407659
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Drawdown measures and return moments
Möller, Philipp M. - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-42
Persistent link: https://www.econbiz.de/10011957033