Modifikation der Theorie der Stochastischen Integration zeigt der Autor, dass der Zustands-Präferenz-Ansatz in einer Version ohne …

In this paper, we propose a stop-loss strategy to limit the downside risk of the well-known momentum strategy. At a …

use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use … of numerical methods for pricing, hedging, and risk management of financial instruments. …