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Two unconditionally implied parameters and volatilty smiles and skews
Dokučaev, Nikolaj G. - In: Applied financial economics letters 2 (2006) 3, pp. 199-204
Persistent link: https://www.econbiz.de/10003326280
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Mathematical finance : core theory, problems, and statistical algorithms
Dokučaev, Nikolaj G. - 2007
Persistent link: https://www.econbiz.de/10003350855
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Price matching for multiple rescindable options and European options
Dokučaev, Nikolaj G. - In: Applied financial economics letters 4 (2008) 4/6, pp. 319-325
Persistent link: https://www.econbiz.de/10003807716
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Multiple rescindable options and their pricing
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 545-575
Persistent link: https://www.econbiz.de/10003879107
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Optimality of myopic strategies for multi-stock discrete time market with management costs
Dokučaev, Nikolaj G. - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 551-556
Persistent link: https://www.econbiz.de/10003897230
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Bond pricing and two unconditionally implied parameters inferred from option prices
Dokučaev, Nikolaj G. - In: Applied financial economics letters 3 (2007) 2, pp. 109-113
Persistent link: https://www.econbiz.de/10003540276
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Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G. - In: IMA journal of management mathematics 23 (2012) 1, pp. 17-27
Persistent link: https://www.econbiz.de/10009510307
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Modelling possibility of short-term forecasting of market parameters for portfolio selection
Dokučaev, Nikolaj G. - In: Annals of economics and finance 16 (2015) 1, pp. 143-161
Persistent link: https://www.econbiz.de/10011317771
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Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
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Mutual Fund Theorem for continuous time markets with random coefficients
Dokučaev, Nikolaj G. - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 179-199
Persistent link: https://www.econbiz.de/10010345260