Found: 11

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  • PREFACE: SPECIAL ISSUE IN HONOUR OF THE MEMORY OF THOMAS ROBERT HURD (1956–2022).

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924020023
    By:
    • BIELECKI, TOMASZ R.;
    • GRASSELLI, MATHEUS R.;
    • HUGHSTON, LANE P.
    Publication type:
    Article

  • BRIEF SYNOPSIS OF THE SCIENTIFIC CAREER OF T. R. HURD.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924300014
    By:
    • GRASSELLI, MATHEUS R.;
    • HUGHSTON, LANE P.
    Publication type:
    Article

  • MONETARY UTILITY FUNCTIONS ON Cb(X) SPACES.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024923500334
    By:
    • DELBAEN, FREDDY
    Publication type:
    Article

  • THE JARROW AND TURNBULL SETTING REVISITED.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024923500322
    By:
    • KRABICHLER, THOMAS;
    • TEICHMANN, JOSEF
    Publication type:
    Article

  • TAIL RISK MONOTONICITY IN GARCH(1,1) MODELS.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024923500292
    By:
    • GLASSERMAN, PAUL;
    • PIRJOL, DAN;
    • WU, QI
    Publication type:
    Article

  • NETTING AND NOVATION IN REPO NETWORKS.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924500171
    By:
    • CHEHAITLI, HASSAN;
    • GRASSELLI, MATHEUS R.;
    • HURD, THOMAS R.;
    • PANG, WEIJIE
    Publication type:
    Article

  • FINANCIAL FINANCE.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924500110
    By:
    • MADAN, DILIP B.;
    • WANG, KING
    Publication type:
    Article

  • SYSTEMIC PERSPECTIVE OF TERM RISK IN BANK FUNDING MARKETS.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924500018
    By:
    • MACRINA, ANDREA;
    • MAHOMED, OBEID
    Publication type:
    Article

  • MULTIVARIATE HAWKES-BASED MODELS IN LIMIT ORDER BOOK: EUROPEAN AND SPREAD OPTION PRICING.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024923500280
    By:
    • GUO, QI;
    • SWISHCHUK, ANATOLIY;
    • RÉMIlLARD, BRUNO
    Publication type:
    Article

  • INFORMATION-BASED TRADING.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024923500309
    By:
    • BOUZIANIS, GEORGE;
    • HUGHSTON, LANE P.;
    • SÁNCHEZ-BETANCOURT, LEANDRO
    Publication type:
    Article

  • A GREEDY ALGORITHM FOR HABIT FORMATION UNDER MULTIPLICATIVE UTILITY.

    Published in:
    International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024923500279
    By:
    • KIRUSHEVA, SNEZHANA;
    • SALISBURY, THOMAS S.
    Publication type:
    Article