COMONOTONIC MEASURES OF MULTIVARIATE RISKS.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 1, p. 109, doi. 10.1111/j.1467-9965.2010.00453.x
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2012 AND VI 22 AND IP 1
Results: 8
1
2
INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 1, p. 57, doi. 10.1111/j.1467-9965.2010.00457.x
- By:
- Publication type:
- Article
3
THE MEANING OF MARKET EFFICIENCY.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 1, p. 1, doi. 10.1111/j.1467-9965.2011.00497.x
- By:
- Publication type:
- Article
4
OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 1, p. 165, doi. 10.1111/j.1467-9965.2010.00456.x
- By:
- Publication type:
- Article
5
ROBUST BOUNDS FOR FORWARD START OPTIONS.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 1, p. 31, doi. 10.1111/j.1467-9965.2010.00473.x
- By:
- Publication type:
- Article
6
GENERALIZATION OF THE DYBVIG-INGERSOLL-ROSS THEOREM AND ASYMPTOTIC MINIMALITY.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 1, p. 185, doi. 10.1111/j.1467-9965.2010.00459.x
- By:
- Publication type:
- Article
7
VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 1, p. 133, doi. 10.1111/j.1467-9965.2010.00454.x
- By:
- Publication type:
- Article
8
FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 1, p. 83, doi. 10.1111/j.1467-9965.2010.00458.x
- By:
- Publication type:
- Article