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Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...

Runggaldier, Wolfgang J. (contributor) - 1992

Persistent link: https://www.econbiz.de/10000895003

The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper

Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014

The asset value of government has traditionally been seen as the accounting value of public assets. We develop a detailed financial economics view on sovereign asset values using market measures to arrive at implied sovereign asset values. We establish definition and dependencies within the...

Persistent link: https://www.econbiz.de/10010486036

Mathematical finance

Kohlmann, Michael (ed.); Tang, Shanjian (contributor) - 2001

Persistent link: https://www.econbiz.de/10001563491

Numerical methods for finance : [selection of papers first presented at the International Conference on Numerical Methods for Finance held in Dublin, Ireland in June 2006]

Appleby, John A. D. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003451770

Special issue on thirty years of continuous-time finance

Barone-Adesi, Giovanni (contributor) - 2005

Persistent link: https://www.econbiz.de/10003121067

Crises and Uncertainty in the Economy

Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.); … - 2022

Volatility Spillover In Time Of Crisis: Evidence From A Smooth Transition Regression Application -- 5. Bank Lending …, macroeconomic imbalance, economic growth, economic integration, financial risk, volatility and trade effects. The main aims of this …

Persistent link: https://www.econbiz.de/10013503483

The legacy of Fischer Black

Lehmann, Bruce Neal (contributor) - 2005

Persistent link: https://www.econbiz.de/10001792334

Coherent price systems and uncertainty-neutral valuation : conference paper

Beißner, Patrick - 2013 - This version: 28 February, 2013

We consider fundamental questions of arbitrage pricing arising when the uncertainty model incorporates volatility … such sets when volatility uncertainty is modeled by a stochastic differential equation, driven by Peng's G-Brownian motion. …

Persistent link: https://www.econbiz.de/10010338399

Special issue: Financial decision models in a dynamical setting

Mitra, Gautam (contributor); … - 2004

Persistent link: https://www.econbiz.de/10001855968

Advances in quantitative asset management

Dunis, Christian (contributor) - 2000

Persistent link: https://www.econbiz.de/10001433749

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