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Lévy processes in gold option modeling
Kumari, Sandya N. - In: International journal of economics and finance 12 (2020) 2, pp. 65-81
Persistent link: https://www.econbiz.de/10012202747
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The econometric modelling of financial time series
Mills, Terence C. - 1994 - Reprinted
Persistent link: https://www.econbiz.de/10000905318
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372561
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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N. - 1999
Persistent link: https://www.econbiz.de/10001375629
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Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda; Grasselli, Martino; Koehl, … - 1999
Persistent link: https://www.econbiz.de/10001355592
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Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Singer, Hermann - 1999
Persistent link: https://www.econbiz.de/10001362446
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Trade policy with asset markets : the role of financial structure for time consistency
Barari, Mahua - In: International advances in economic research : IAER ; an … 3 (1997) 1, pp. 18-36
Persistent link: https://www.econbiz.de/10001231486
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Trade policy, asset markets and the role of tariff structure for time consistency
Barari, Mahua - In: The journal of economics 24 (1998) 1, pp. 85-105
Persistent link: https://www.econbiz.de/10001249340
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Nonlinearities and divergences in the process of European financial integration
Răileanu-Szeles, Monica; Albu, Lucian-Liviu - In: Economic modelling 46 (2015), pp. 416-425
Persistent link: https://www.econbiz.de/10011436698