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SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500261
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- Publication type:
- Article
EXTREMAL BEHAVIOR OF LONG-TERM INVESTORS WITH POWER UTILITY.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500297
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- Publication type:
- Article
THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500327
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- Publication type:
- Article
LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500376
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- Publication type:
- Article
ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500339
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- Publication type:
- Article
ON MEAN-VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500315
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- Publication type:
- Article
ANALYTIC PRICING OF CoCo BONDS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500340
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- Publication type:
- Article