Dynamic portfolio strategies under a fully correlated jump-diffusion process.
- Published in:
- Annals of Finance, 2019, v. 15, n. 3, p. 421, doi. 10.1007/s10436-019-00350-3
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2019 AND VI 15 AND IP 3
Results: 5
1
2
Optimal dynamic basis trading.
- Published in:
- Annals of Finance, 2019, v. 15, n. 3, p. 307, doi. 10.1007/s10436-019-00348-x
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- Publication type:
- Article
3
Optimal bailouts, bank's incentive and risk.
- Published in:
- Annals of Finance, 2019, v. 15, n. 3, p. 369, doi. 10.1007/s10436-019-00346-z
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- Publication type:
- Article
4
Cash flows risk, capital structure, and corporate bond yields.
- Published in:
- Annals of Finance, 2019, v. 15, n. 3, p. 401, doi. 10.1007/s10436-018-00342-9
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- Publication type:
- Article
5
Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy.
- Published in:
- Annals of Finance, 2019, v. 15, n. 3, p. 337, doi. 10.1007/s10436-018-0335-2
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- Publication type:
- Article