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Expected volatility, unexpected volatility, and the cross-section of stock returns
Chua, Choong Tze; Goh, Jeremy C.; Zhang, Zhe - In: The journal of financial research 33 (2010) 2, pp. 103-123
Persistent link: https://www.econbiz.de/10003987973
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The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
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Self-decomposability and option pricing
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
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Decomposing and valuing the callable convertible bonds : a new method based on exotic options
Zhou, Qi-yuan (contributor); Wu, Chong-feng (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526045
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Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.; Jin, Hanqing; Pliska, Stanley R.; … - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
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Mathematical methods for the efficient assessment of market and credit risk
Reiß, Oliver (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001820960
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Risk analysis of annuity conversion options with a special focus on decomposing risk
Schilling, Katja - 2017
Persistent link: https://www.econbiz.de/10011898170
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An improved decomposition method for evaluating the performance of transfer lines with unreliable machines and finite buffers
Xia, Beixin; Xi, Lifeng; Zhou, Binghai - In: International journal of production research 50 (2012) 15, pp. 4009-4024
Persistent link: https://www.econbiz.de/10009621304
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An efficient analytical method for performance evaluation of transfer lines with unreliable machines and finite transfer-delay buffers
Xia, Beixin; Xi, Lifeng; Zhou, Binghai; Du, Shichang - In: International journal of production research 51 (2013) 6, pp. 1799-1819
Persistent link: https://www.econbiz.de/10009705665
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An alternative to the Slutsky decomposition and some applications
Chaudhuri, Anita - 1991
Persistent link: https://www.econbiz.de/10000822024