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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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An econometric equity market model : cobwebs in the stock market
McCue, Gary Allan - 1970
Persistent link: https://www.econbiz.de/10002404159
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Konsistentes adaptives Lernen in Finanzmarkt- und Makromodellen
Schönhofer, Martin - 1997
Persistent link: https://www.econbiz.de/10000963628
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Konsistentes adaptives Lernen in Finanzmarkt- und Makromodellen
Schönhofer, Martin - 1997
Persistent link: https://www.econbiz.de/10012699468
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The stock price and the economy : causality test for a case study of Thailand
Mekbuntoon, Wichit - 1993
Persistent link: https://www.econbiz.de/10000883658
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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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Option volume and market timing effectiveness
Martikainen, Teppo; Puttonen, Vesa - 1994
Persistent link: https://www.econbiz.de/10000883958
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Inter-dealer-trading
Vogler, Karl-Hubert - 1993
Persistent link: https://www.econbiz.de/10000884025