Consumption-Based Asset Pricing with Higher Cumulants.
- Published in:
- Review of Economic Studies, 2013, v. 80, n. 2, p. 745, doi. 10.1093/restud/rds029
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- Publication type:
- Article
Works about MATHEMATICAL models of pricing
Results: 176
1
2
Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis.
- Published in:
- Asia-Pacific Financial Markets, 2012, v. 19, n. 3, p. 259, doi. 10.1007/s10690-011-9149-1
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- Publication type:
- Article
3
Social Finance and the Postmodern Portfolio: Theory and Practice.
- Published in:
- Journal of Wealth Management, 2016, v. 18, n. 4, p. 9, doi. 10.3905/jwm.2016.18.4.009
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- Publication type:
- Article
4
Synchronous Price Discovery of Cross-Listings.
- Published in:
- Management Science & Financial Engineering, 2014, v. 20, n. 1, p. 11, doi. 10.7737/MSFE.2014.20.1.011
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- Publication type:
- Article
5
Empirical Testing of Asset Pricing Models in Indian Stock Market.
- Published in:
- Wealth: International Journal of Money, Banking & Finance, 2012, v. 1, n. 1, p. 9
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- Publication type:
- Article
6
From the Chairman and Executive Editor.
- Published in:
- Defense Acquisition Research Journal: A Publication of the Defense Acquisition University, 2014, v. 21, n. 3, p. 668
- By:
- Publication type:
- Article
7
On the methods of pricing American options: case study.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 79, doi. 10.1007/s10479-016-2267-4
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- Publication type:
- Article
8
A technical note on the dynamic nonstationary inventory-pricing control model with lost sale.
- Published in:
- International Journal of Production Research, 2017, v. 55, n. 19, p. 5816, doi. 10.1080/00207543.2017.1337946
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- Publication type:
- Article
9
A supportive pricing model for suppliers with purchase order financing.
- Published in:
- International Journal of Production Research, 2017, v. 55, n. 19, p. 5632, doi. 10.1080/00207543.2017.1327727
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- Publication type:
- Article
10
A column generation based heuristic for the capacitated vehicle routing problem with three-dimensional loading constraints.
- Published in:
- International Journal of Production Research, 2017, v. 55, n. 6, p. 1730, doi. 10.1080/00207543.2016.1231940
- By:
- Publication type:
- Article
11
Dynamic pricing with ‘BOGO’ promotion in revenue management.
- Published in:
- International Journal of Production Research, 2016, v. 54, n. 17, p. 5283, doi. 10.1080/00207543.2016.1173250
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- Publication type:
- Article
12
Identifying potential bottlenecks in production systems using dual prices from a mathematical programming model.
- Published in:
- International Journal of Production Research, 2016, v. 54, n. 7, p. 2000, doi. 10.1080/00207543.2015.1076182
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- Publication type:
- Article
13
The Dynamics of Crises and the Equity Premium.
- Published in:
- Review of Financial Studies, 2016, v. 29, n. 1, p. 232, doi. 10.1093/rfs/hhv057
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- Publication type:
- Article
14
Common Errors: How to (and Not to) Control for Unobserved Heterogeneity.
- Published in:
- Review of Financial Studies, 2014, v. 27, n. 2, p. 617, doi. 10.1093/rfs/hht047
- By:
- Publication type:
- Article
15
Long-Run Risk and the Persistence of Consumption Shocks.
- Published in:
- Review of Financial Studies, 2013, v. 26, n. 11, p. 2876, doi. 10.1093/rfs/hht038
- By:
- Publication type:
- Article
16
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel.
- Published in:
- Review of Financial Studies, 2013, v. 26, n. 8, p. 1963, doi. 10.1093/rfs/hht033
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- Publication type:
- Article
17
Large-scale Parallel Simulation of High-dimensional American Option Pricing.
- Published in:
- Journal of Algorithms & Computational Technology, 2012, v. 6, n. 1, p. 1, doi. 10.1260/1748-3018.6.1.1
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- Publication type:
- Article
18
Parallel Randomized Quasi-Monte Carlo Simulation for Asian Basket Option Pricing.
- Published in:
- Journal of Algorithms & Computational Technology, 2012, v. 6, n. 1, p. 101, doi. 10.1260/1748-3018.6.1.101
- By:
- Publication type:
- Article
19
Saddlepoint approximations to option price in a regime-switching model.
- Published in:
- Annals of Finance, 2016, v. 12, n. 1, p. 55, doi. 10.1007/s10436-015-0272-2
- By:
- Publication type:
- Article
20
Modelos de valoración de opciones sobre títulos de renta fija: aplicación al mercado colombiano.
- Published in:
- Estudios Gerenciales, 2013, v. 29, n. 126, p. 77, doi. 10.1016/S0123-5923(13)70022-6
- By:
- Publication type:
- Article
21
Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior.
- Published in:
- Operations Research, 2019, v. 67, n. 2, p. 407, doi. 10.1287/opre.2018.1791
- By:
- Publication type:
- Article
22
Technical Note—Multiproduct Pricing Under the Generalized Extreme Value Models with Homogeneous Price Sensitivity Parameters.
- Published in:
- Operations Research, 2018, v. 66, n. 6, p. 1559, doi. 10.1287/opre.2018.1740
- By:
- Publication type:
- Article
23
Learning and Pricing with Models That Do Not Explicitly Incorporate Competition.
- Published in:
- Operations Research, 2015, v. 63, n. 1, p. 86, doi. 10.1287/opre.2014.1341
- By:
- Publication type:
- Article
24
Coordinating Inventory Control and Pricing Strategies Under Batch Ordering.
- Published in:
- Operations Research, 2014, v. 62, n. 1, p. 25, doi. 10.1287/opre.2013.1238
- By:
- Publication type:
- Article
25
Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact.
- Published in:
- Operations Research, 2014, v. 62, n. 1, p. 195, doi. 10.1287/opre.2013.1222
- By:
- Publication type:
- Article
26
Analysis of Deterministic LP-Based Booking Limit and Bid Price Controls for Revenue Management.
- Published in:
- Operations Research, 2013, v. 61, n. 6, p. 1312, doi. 10.1287/opre.2013.1216
- By:
- Publication type:
- Article
27
Quanto Option Pricing with Lévy Models.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1279, doi. 10.1007/s10614-018-9807-8
- By:
- Publication type:
- Article
28
Hybrid Perturbation-Projection Method for Solving DSGE Asset Pricing Models.
- Published in:
- Computational Economics, 2016, v. 48, n. 4, p. 649, doi. 10.1007/s10614-015-9529-0
- By:
- Publication type:
- Article
29
The Stability Analysis of Predictor-Corrector Method in Solving American Option Pricing Model.
- Published in:
- Computational Economics, 2016, v. 47, n. 2, p. 255, doi. 10.1007/s10614-015-9483-x
- By:
- Publication type:
- Article
30
Modelling the shape of the limit order book.
- Published in:
- Quantitative Finance, 2018, v. 18, n. 9, p. 1575, doi. 10.1080/14697688.2018.1433312
- By:
- Publication type:
- Article
31
On an efficient multiple time step Monte Carlo simulation of the SABR model.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 10, p. 1549, doi. 10.1080/14697688.2017.1301676
- By:
- Publication type:
- Article
32
Pricing regime-switching risk in an HJM interest rate environment.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 12, p. 1791, doi. 10.1080/14697688.2015.1136078
- By:
- Publication type:
- Article
33
High-performance financial simulation using randomized quasi-Monte Carlo methods.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 8, p. 1425, doi. 10.1080/14697688.2015.1032549
- By:
- Publication type:
- Article
34
Numerical methods applied to option pricing models with transaction costs and stochastic volatility.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 8, p. 1417, doi. 10.1080/14697688.2015.1032548
- By:
- Publication type:
- Article
35
Risk adjustments of option prices under time-changed dynamics.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 1, p. 125, doi. 10.1080/14697688.2013.825049
- By:
- Publication type:
- Article
36
Do affine jump-diffusion models require global calibration? Empirical studies from option markets.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 1, p. 111, doi. 10.1080/14697688.2013.825048
- By:
- Publication type:
- Article
37
Fast Ninomiya–Victoir calibration of the double-mean-reverting model.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 11, p. 1813, doi. 10.1080/14697688.2013.818245
- By:
- Publication type:
- Article
38
Currency total return swaps: valuation and risk factor analysis.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 7, p. 1135, doi. 10.1080/14697688.2013.775475
- By:
- Publication type:
- Article
39
On the computation of option prices and Greeks under the CEV model.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 6, p. 907, doi. 10.1080/14697688.2013.765958
- By:
- Publication type:
- Article
40
Institutional Investment Constraints and Stock Prices.
- Published in:
- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 2, p. 465, doi. 10.1017/S0022109017000102
- By:
- Publication type:
- Article
41
Horizon Pricing.
- Published in:
- Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 6, p. 1769, doi. 10.1017/S0022109016000685
- By:
- Publication type:
- Article
42
The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads.
- Published in:
- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 1, p. 193, doi. 10.1017/S0022109014000088
- By:
- Publication type:
- Article
43
Modeling the Cross Section of Stock Returns: A Model Pooling Approach.
- Published in:
- Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 6, p. 1331, doi. 10.1017/S0022109012000518
- By:
- Publication type:
- Article
44
Pricing Asian options of discretely monitored geometric average in the regime-switching model.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 743, doi. 10.1002/asmb.2183
- By:
- Publication type:
- Article
45
Optimal pricing for a GI/M/k/N queue with several customer types and holding costs.
- Published in:
- Queueing Systems, 2016, v. 82, n. 1/2, p. 103, doi. 10.1007/s11134-015-9457-7
- By:
- Publication type:
- Article
46
PREGLED JEDNOFAKTORSKIH MODELA KAMATNIH STOPA SA FOKUSOM NA MODEL HAL I VAJT.
- Published in:
- Bankarstvo Magazine, 2013, n. 3, p. 60
- By:
- Publication type:
- Article
47
Prerequisites for modeling price and return data series for the Bucharest Stock Exchange.
- Published in:
- Theoretical & Applied Economics, 2013, v. 20, n. 11, p. 117
- By:
- Publication type:
- Article
48
Back-to-Basics: A Short Primer on Option Pricing Models and the DLOM.
- Published in:
- Value Examiner, 2017, p. 44
- By:
- Publication type:
- Article
49
Option Pricing Models and the DLOM: Why OPMs are Not a Silver Bullet.
- Published in:
- Value Examiner, 2017, p. 18
- By:
- Publication type:
- Article
50
Group Classification of a General Bond-Option Pricing Equation of Mathematical Finance.
- Published in:
- Abstract & Applied Analysis, 2014, p. 1, doi. 10.1155/2014/709871
- By:
- Publication type:
- Article