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Quantitative finance for physicists : an introduction
Schmidt, Anatoly B. - 2005
Persistent link: https://www.econbiz.de/10002392605
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A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo; Junca, Mauricio; Moreno-Franco, Harold - In: Insurance / Mathematics & economics 79 (2018), pp. 57-68
Persistent link: https://www.econbiz.de/10011825364
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Special issue: Symposium on computational finance
Jensen, Bjarne Astrup (contributor) - 2000
Persistent link: https://www.econbiz.de/10001653140
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Financial surveillance
Frisén, Marianne (ed.) - 2008
Persistent link: https://www.econbiz.de/10003555592
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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Essays in applied econometrics
Hassett, Kevin A. - 1989
Persistent link: https://www.econbiz.de/10000832497
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505