Narrow search
Showing 11 - 20 of 120
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Cover Image
Optimal gradual liquidation of equity from a risky asset
Dokučaev, Nikolaj G. - In: Applied economics letters 17 (2010) 13/15, pp. 1305-1308
Persistent link: https://www.econbiz.de/10008938305
Cover Image
Speculative opportunities for currency exchange under soft peg
Dokučaev, Nikolaj G. - In: Applied financial economics letters 2 (2006) 6, pp. 371-374
Persistent link: https://www.econbiz.de/10003397270
Cover Image
Dynamic portfolio strategies : quantitative methods and empirical rules for incomplete information
Dokučaev, Nikolaj G. - 2002
Persistent link: https://www.econbiz.de/10001663981
Cover Image
A gap between rational annuitization price for producer and price for customer
Dokučaev, Nikolaj G. - In: Journal of revenue and pricing management 18 (2019) 2, pp. 147-154
Persistent link: https://www.econbiz.de/10012056721
Cover Image
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G. - In: Annals of finance 14 (2018) 2, pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Cover Image
On statistical indistinguishability of complete and incomplete discrete time market models
Dokučaev, Nikolaj G. - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 461-475
Persistent link: https://www.econbiz.de/10014443751