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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - In: Mathematics and financial economics 8 (2014) 2, pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - 2012
Persistent link: https://www.econbiz.de/10009675074
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A decomposition of empirical distributions with applications to the valuation of derivative assets
Bellalah, Mondher; Lavielle, Marc - In: Multinational finance journal : MF ; quarterly … 6 (2002) 2, pp. 99-130
Persistent link: https://www.econbiz.de/10001780024
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The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
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A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets
Bellalah, Mondher - 2016
The selection of an appropriate parameterization of data is a fundamental step in a majority of empirical research effort. Likewise, detecting or estimating features of non-stationarities in data sequences is a critical point in conducting credible research that uses data for inference. In this...
Persistent link: https://www.econbiz.de/10013004317
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Hedging electricity price volatility applying seasonal and trend decomposition
Ramírez-García, Alfredo; Saucedo, Eduardo - In: Análisis económico 37 (2022) 94, pp. 143-166
Persistent link: https://www.econbiz.de/10013257186
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Dynamic spillover effects among derivative markets in tanker shipping
Sun, Xiaoling; Haralambides, Hercules E.; Liu, Hailong - In: Transportation research / E : an international journal 122 (2019), pp. 384-409
Persistent link: https://www.econbiz.de/10011995133
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A decomposition approach for the performance analysis of a serial multi-echelon supply chain
Saetta, Stefano; Paolini, Leonardo; Tiacci, Lorenzo; … - In: International journal of production research 50 (2012) 9, pp. 2380-2395
Persistent link: https://www.econbiz.de/10009557890
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An improved decomposition method for evaluating the performance of transfer lines with unreliable machines and finite buffers
Xia, Beixin; Xi, Lifeng; Zhou, Binghai - In: International journal of production research 50 (2012) 15, pp. 4009-4024
Persistent link: https://www.econbiz.de/10009621304
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An efficient analytical method for performance evaluation of transfer lines with unreliable machines and finite transfer-delay buffers
Xia, Beixin; Xi, Lifeng; Zhou, Binghai; Du, Shichang - In: International journal of production research 51 (2013) 6, pp. 1799-1819
Persistent link: https://www.econbiz.de/10009705665