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Asymptotic pricing in large financial markets
Baran, Michał - In: Mathematical methods of operations research 66 (2007) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003526203
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[Besprechung von:] L. Romančík: Niektoré problémy organizácie socialistického priemyslu. Bratislava 1964
Baran, Michał - In: Ekonomický časopis : časopis pre ekonomickú … 13 (1965) 1, pp. 107-110
Persistent link: https://www.econbiz.de/10001866859
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[Besprechung von:] L. Romančík: Niektoré problémy organizácie socialistického priemyslu. Bratislava 1964
Baran, Michał; Romančík, L. - In: Ekonomický časopis : časopis pre ekonomickú … 13 (1965) 1, pp. 107-110
Persistent link: https://www.econbiz.de/10009914357
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The role of information in assessing the risk of conducting bankruptcy proceedings
Baran, Michał; Bauer, Kinga - In: Risks 9 (2021) 4, pp. 1-18
Modern management means making managerial decisions in many situations-including the administrative ordering of matters of a bankrupt enterprise. The situation in which the court approves the opening of bankruptcy proceedings is strictly regulated by law. This does not mean, however, that such a...
Persistent link: https://www.econbiz.de/10013200733
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The role of information in assessing the risk of conducting bankruptcy proceedings
Baran, Michał; Bauer, Kinga - In: Risks : open access journal 9 (2021) 4, pp. 1-18
Modern management means making managerial decisions in many situations-including the administrative ordering of matters of a bankrupt enterprise. The situation in which the court approves the opening of bankruptcy proceedings is strictly regulated by law. This does not mean, however, that such a...
Persistent link: https://www.econbiz.de/10012508636
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Asymptotic pricing in large financial markets
Baran, Michał - In: Mathematical Methods of Operations Research 66 (2007) 1, pp. 1-20
The problem of hedging and pricing sequences of contingent claims in large financial markets is studied. Connection between asymptotic arbitrage and behavior of the α-quantile price is shown. The large Black–Scholes model is carefully examined. Copyright Springer-Verlag 2007
Persistent link: https://www.econbiz.de/10010999818
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Asymptotic pricing in large financial markets
Baran, Michał - In: Mathematical methods of operations research 66 (2007) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10007749209
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Asymptotic pricing in large financial markets
Baran, Michał - In: Computational Statistics 66 (2007) 1, pp. 1-20
The problem of hedging and pricing sequences of contingent claims in large financial markets is studied. Connection between asymptotic arbitrage and behavior of the α-quantile price is shown. The large Black–Scholes model is carefully examined. Copyright Springer-Verlag 2007
Persistent link: https://www.econbiz.de/10010759412