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Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun; Lee, Kiseop - In: International journal of financial engineering 10 (2023) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
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Financial networks : statics and dynamics; with 10 tables/ Anna Nagurney; Stavros Siokos
Nagurney, Anna - 1997
Persistent link: https://www.econbiz.de/10000628112
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Event-Study-Methodik und statistische Signifikanz
Holler, Jochen - 2012
Persistent link: https://www.econbiz.de/10009673383
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590
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Portfolio theory with application to bank asset management
Szegö, Giorgio P. - 1980
Persistent link: https://www.econbiz.de/10000048808
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Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Michaud, Richard O.; Michaud, Robert O. - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003469911
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Finite element modeling of exotic options
Topper, Jürgen - 1998 - Version December 28, 1998
The Finite Element Method is a well-studied and well-understood method of solving partial differential equations. It's applicability to financial models formulated as PDEs is demonstrated. It's advantage concerning the computation of accurate "Greeks" is delineated. This is demonstrated with...
Persistent link: https://www.econbiz.de/10011526581
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Finanzderivate mit MATLAB : mathematische Modellierung und numerische Simulation
Günther, Michael; Jüngel, Ansgar - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001768648
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Minimum-cost portfolio insurance
Aliprantis, Charalambos D.; Brown, D. J.; Werner, Jan - 1999
Persistent link: https://www.econbiz.de/10001392965