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Semidefinite programming approaches for bounding Asian option prices
Dalakouras, Georgios V.; Kwon, Roy H.; Pardalos, Panos M. - In: Computational methods in financial engineering : essays …, (pp. 103-116). 2008
Persistent link: https://www.econbiz.de/10003669466
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The price-volatility feedback rate : an implementable mathematical indicator of market stability
Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira; … - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001765629
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Essays in stock market efficiency and time-varying risk premia
Beltratti, Andrea - 1991
Persistent link: https://www.econbiz.de/10000883816
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The upstairs market for large-block transactions : analysis and measurement of price effects
Keim, Donald B.; Madhavan, Ananth Narayan - 1994 - Rev
Persistent link: https://www.econbiz.de/10000887996
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000889335
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The pricing of permanent and transitory volatility : latent variable models and composite garch
Hertog, René G. J. den - 1993
Persistent link: https://www.econbiz.de/10000893745
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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Essays on applied production analysis
Ley, Eduardo - 1991
Persistent link: https://www.econbiz.de/10000858974
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454