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A mathematical note on the structure of SYMLOG-directions
Betten, Dieter - 1993
Persistent link: https://www.econbiz.de/10013456388
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Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas; Starica, Catalin - 2005
Persistent link: https://www.econbiz.de/10002789961
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Money, inflation, and capital formation : an analysis of the long run from the perspective of overlapping generations models
Thadden, Leopold von - 1999
Persistent link: https://www.econbiz.de/10001408508
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Heterogenous agents, interactions and economic performance
Cowan, Robin A. (ed.) - 2002
Persistent link: https://www.econbiz.de/10001700877
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Corporate finance, innovation, and strategic competition
Neff, Cornelia - 2003
Persistent link: https://www.econbiz.de/10001702683
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Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei - 2000
Persistent link: https://www.econbiz.de/10001499875
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New tools of economic dynamics
Leśkow, Jacek (ed.); Puchet, Martín (contributor);  … - 2005
agents models, microsimulation in econometrics, large-scale system analysis, and dynamical systems theory. It shows the …
Persistent link: https://www.econbiz.de/10002470498
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Portfolio selection and asset pricing
Wang, Shouyang; Xia, Yusen - 2002
Persistent link: https://www.econbiz.de/10001621088
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Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen
Popovici, Stefan Alex - 2002
Persistent link: https://www.econbiz.de/10001691707