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Quantitative fund management
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Dempster, Michael A. H.
62
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9
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8
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5
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ECONIS (ZBW)
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41
Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H.
;
Evstigneev, Igor V.
;
Taksar, M. I.
- In:
Annals of finance
2
(
2006
)
4
,
pp. 327-355
Persistent link: https://www.econbiz.de/10003379686
Saved in:
42
Stuctured products for pension funds
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 115-130)
.
2004
Persistent link: https://www.econbiz.de/10003487978
Saved in:
43
Empirical copulas for CDO trance pricing using relative entropy
Dempster, Michael A. H.
;
Medova, Elena A.
;
Yang, Seung W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 679-701
Persistent link: https://www.econbiz.de/10003503370
Saved in:
44
Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003187224
Saved in:
45
Volatility-induced financial growth
Dempster, Michael A. H.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002998126
Saved in:
46
A wavelet optimised method for financial derivatives
Carton de Wiart, Benjamin
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003442798
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47
Empirical copulas for CDO tranche priding using relaltive entropy
Dempster, Michael A. H.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003442804
Saved in:
48
Quantitative fund management
Dempster, Michael A. H.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003684347
Saved in:
49
Mathematics of derivative securities
Dempster, Michael A. H.
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10004327841
Saved in:
50
LP-valuation of exotic American options exploiting structure
Dempster, Michael A. H.
;
Hutton, J. P.
;
Richards, D. G.
-
1998
Persistent link: https://www.econbiz.de/10004340041
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