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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter; Gilli, Manfred - 2001
Persistent link: https://www.econbiz.de/10001641864
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Serial and parallel Krylov methods for implicit finite difference schemes arising in multivariate option pricing
Gilli, Manfred; Ke͏̈llezi, Evis; Pauletto, Giorgio - 2001
Persistent link: https://www.econbiz.de/10001592002
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Liquidation risk
Ziegler, Alexandre; Duffie, Darrell - 2001
Persistent link: https://www.econbiz.de/10001592003
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Defaultable security valuation and model risk
Akgun, Aydin - 2001
Persistent link: https://www.econbiz.de/10001592004
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An incentive problem in the dynamic theory of banking
Thadden, Ernst-Ludwig von - 2000
Persistent link: https://www.econbiz.de/10001593368
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Extreme value theory for tail-related risk measures
Gilli, Manfred; Ke͏̈llezi, Evis - 2000
Persistent link: https://www.econbiz.de/10001599884
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A heuristic approach to portfolio optimization
Gilli, Manfred; Ke͏̈llezi, Evis - 2000
Persistent link: https://www.econbiz.de/10001599885
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Do fixed income securities also show asymmetric effects in conditional second moments?
Cappiello, Lorenzo - 2000
Persistent link: https://www.econbiz.de/10001599886
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Permanent and transitory factors affecting the dynamics of the term structure of interest rates
Pérignon, Christophe; Villa, Christophe - 2002
Persistent link: https://www.econbiz.de/10001707023
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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001707061