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Financial economics without probalistic prior assumptions
Riedel, Frank - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10010513461
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Change of numeraire in the two-marginals martingale transport problem
Campi, Luciano; Laachir, Ismail; Martini, Claude - In: Finance and stochastics 21 (2017) 2, pp. 471-486
Persistent link: https://www.econbiz.de/10011944399
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Computing equilibria in finance economies
Herings, Peter Jean-Jacques; Kubler, Felix - 2000
Persistent link: https://www.econbiz.de/10001559730
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Simulation and optimization in finance : modeling with MATLAB, Risk, or VBA
Pachamanova, Dessislava A.; Fabozzi, Frank J. - 2010
"An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a … financial derivatives, and real options applications. Contains a unique combination of finance theory and rigorous mathematical …
Persistent link: https://www.econbiz.de/10008699427
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Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz; Uzunashvili, T. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
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Aggregate investor preferences and beliefs : a comment
Post, Thierry; Kopa, Miloš - In: Journal of empirical finance 23 (2013), pp. 187-190
Persistent link: https://www.econbiz.de/10010221754
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Risk, uncertainty and the agricultural firm
Moss, Charles B. - 2010
Persistent link: https://www.econbiz.de/10003875592
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Identification and inference in linear stochastic discount factor models
Burnside, Craig - 2010
-based models are estimated, and inference is not robust across normalizations. Using asymptotic theory and Monte Carlo simulations …
Persistent link: https://www.econbiz.de/10008807763
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Computational aspects of prospect theory with asset pricing applications
De Giorgi, Enrico; Hens, Thorsten; Mayer, János - In: Computational economics 29 (2007) 3/4, pp. 267-281
Persistent link: https://www.econbiz.de/10003493801
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An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
Chen, Yu-Ting; Lee, Cheng F.; Sheu, Yuan-Chung - In: Finance and stochastics 11 (2007) 3, pp. 323-355
Persistent link: https://www.econbiz.de/10003485808