First steps towards an equilibrium theory for Lévy financial markets.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 543, doi. 10.1007/s10436-012-0202-5
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2013 AND VI 9 AND IP 3
Results: 11
1
2
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 421, doi. 10.1007/s10436-012-0192-3
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- Publication type:
- Article
3
Technological advances and the decision to invest.
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- Annals of Finance, 2013, v. 9, n. 3, p. 383, doi. 10.1007/s10436-012-0191-4
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- Publication type:
- Article
4
Financial fragility in a general equilibrium model: the Brazilian case.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 519, doi. 10.1007/s10436-012-0199-9
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- Publication type:
- Article
5
Regime-switching measure of systemic financial stress.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 455, doi. 10.1007/s10436-012-0194-1
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- Publication type:
- Article
6
Dynamic capital structure and the contingent capital option.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 337, doi. 10.1007/s10436-012-0188-z
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- Publication type:
- Article
7
Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 319, doi. 10.1007/s10436-011-0187-5
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- Publication type:
- Article
8
Predicting rating changes for banks: how accurate are accounting and stock market indicators?
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 471, doi. 10.1007/s10436-012-0195-0
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- Publication type:
- Article
9
A second-order stock market model.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 439, doi. 10.1007/s10436-012-0193-2
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- Publication type:
- Article
10
Informed short sales and option introductions.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 365, doi. 10.1007/s10436-012-0190-5
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- Publication type:
- Article
11
Identifying the determinants of mortgage default in Colombia between 1997 and 2004.
- Published in:
- Annals of Finance, 2013, v. 9, n. 3, p. 501, doi. 10.1007/s10436-012-0196-z
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- Publication type:
- Article