Maximal submarkets that replicate any option.
- Published in:
- Annals of Finance, 2011, v. 7, n. 3, p. 407, doi. 10.1007/s10436-009-0143-9
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2011 AND VI 7 AND IP 3
Results: 6
1
2
Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks.
- Published in:
- Annals of Finance, 2011, v. 7, n. 3, p. 285, doi. 10.1007/s10436-010-0166-2
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- Publication type:
- Article
3
Risk-averse asymptotics for reservation prices.
- Published in:
- Annals of Finance, 2011, v. 7, n. 3, p. 375, doi. 10.1007/s10436-010-0167-1
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- Publication type:
- Article
4
Central bank haircut policy.
- Published in:
- Annals of Finance, 2011, v. 7, n. 3, p. 319, doi. 10.1007/s10436-010-0171-5
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- Publication type:
- Article
5
Diversity and arbitrage in a regulatory breakup model.
- Published in:
- Annals of Finance, 2011, v. 7, n. 3, p. 349, doi. 10.1007/s10436-010-0175-1
- By:
- Publication type:
- Article
6
Search and herding effects in peer-to-peer lending: evidence from prosper.com.
- Published in:
- Annals of Finance, 2011, v. 7, n. 3, p. 389, doi. 10.1007/s10436-011-0178-6
- By:
- Publication type:
- Article