Found: 11
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Monte Carlo Sensitivities Using the Absolute Measure-Valued Derivative Method.
- Published in:
- Journal of Risk & Financial Management, 2023, v. 16, n. 12, p. 509, doi. 10.3390/jrfm16120509
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- Article
The Leland Model as a Consistent Framework for Analytic Valuation of Equity and Options on Equity.
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- Journal of Derivatives, 2023, v. 30, n. 4, p. 28, doi. 10.3905/jod.2023.1.176
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- Article
Treating cross‐sectional and time series momentum returns as forecasts.
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- Journal of Forecasting, 2021, v. 40, n. 5, p. 834, doi. 10.1002/for.2755
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- Article
Variance minimizing strategies for stochastic processes with applications to tracking stock indices.
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- International Review of Finance, 2021, v. 21, n. 2, p. 430, doi. 10.1111/irfi.12285
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- Article
The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student's t Distributed.
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- Journal of Risk & Financial Management, 2020, v. 13, n. 2, p. 1, doi. 10.3390/jrfm13020027
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- Article
A Probability Scoring Rule for Simultaneous Events.
- Published in:
- Decision Analysis, 2019, v. 16, n. 4, p. 301, doi. 10.1287/deca.2019.0393
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- Article
LEAST SQUARES MONTE CARLO CREDIT VALUE ADJUSTMENT WITH SMALL AND UNIDIRECTIONAL BIAS.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 8, p. -1, doi. 10.1142/S0219024916500485
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- Article
On the equivalence of a class of affine term structure models.
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- Annals of Finance, 2009, v. 5, n. 2, p. 263, doi. 10.1007/s10436-007-0094-y
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- Article
Optimal Betting Strategies for Simultaneous Games.
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- Decision Analysis, 2008, v. 5, n. 1, p. 10, doi. 10.1287/deca.1080.0106
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- Article
Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields.
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- Review of Derivatives Research, 2003, v. 6, n. 2, p. 129, doi. 10.1023/A:1027325227773
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- Article
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model.
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- Finance & Stochastics, 2001, v. 5, n. 2, p. 237, doi. 10.1007/PL00013533
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- Article