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Theorie
Theory
37
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16
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16
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37
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Davis, Mark
20
Davis, Mark H. A.
10
Lleo, Sebastien
8
Lleo, Sébastien
6
Ziemba, William T.
4
Bachelier, Louis
3
Etheridge, Alison
3
Andruszkiewicz, Grzegorz
2
Mataix-Pastor, Vicente
2
Yoshikawa, Daisuke
2
Zhitlukhin, M. V.
2
Badikov, Sergey
1
Björk, Tomas
1
Creek, Robert
1
Davis, M. H. A.
1
Davis, Mark H.
1
Esparragoza-Rodriguez, Juan Carlos
1
Hemerly, E. M.
1
Hobson, David G.
1
Jacobs, Oliver L.
1
Jacquier, Antoine (Jack)
1
Kenaston, Nick
1
Kutz, Ted
1
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1
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1
Raval, Vimal
1
Samuelson, Paul Anthony
1
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1
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1
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Institute of Mathematics and Its Applications
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International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
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Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The Oxford handbook of credit derivatives
2
Financial markets, institutions & instruments
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
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1
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1
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1
OR spectrum : quantitative approaches in management
1
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1
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Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10011296728
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2
A simple procedure for combining expert opinion with statistical estimates to achieve superior portfolio performance
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 49-58
Persistent link: https://www.econbiz.de/10011686088
Saved in:
3
Optimal hedging with basis risk
Davis, Mark H. A.
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 169-187)
.
2006
Persistent link: https://www.econbiz.de/10003287153
Saved in:
4
Contagion models in credit risk
Davis, Mark H. A.
- In:
The Oxford handbook of credit derivatives
,
(pp. 285-326)
.
2011
Persistent link: https://www.econbiz.de/10014565536
Saved in:
5
Negative Libor rates in the swap market model
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003439752
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6
Optimal investment under partial information
Björk, Tomas
;
Davis, Mark H. A.
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
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7
The range of traded option prices
Davis, Mark H. A.
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003543093
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8
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
9
Recursive order estimation of autoregressions without bounding the model set
Hemerly, E. M.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
1
,
pp. 201-210
Persistent link: https://www.econbiz.de/10001115424
Saved in:
10
Louis Bachelier's theory of speculation : the origins of modern finance
Bachelier, Louis
-
2006
Persistent link: https://www.econbiz.de/10010411054
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