No-arbitrage conditions and pricing from discrete-time to continuous-time strategies.
- Published in:
- Annals of Finance, 2023, v. 19, n. 2, p. 141, doi. 10.1007/s10436-023-00426-1
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2023 AND VI 19 AND IP 2
Results: 5
1
2
A behavioral approach to inconsistencies in intertemporal choices with the Analytic Hierarchy Process methodology.
- Published in:
- Annals of Finance, 2023, v. 19, n. 2, p. 233, doi. 10.1007/s10436-022-00419-6
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- Publication type:
- Article
3
Drawdown risk measures for asset portfolios with high frequency data.
- Published in:
- Annals of Finance, 2023, v. 19, n. 2, p. 265, doi. 10.1007/s10436-022-00421-y
- By:
- Publication type:
- Article
4
Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter?
- Published in:
- Annals of Finance, 2023, v. 19, n. 2, p. 201, doi. 10.1007/s10436-022-00417-8
- By:
- Publication type:
- Article
5
Connectivity, centralisation and 'robustness-yet-fragility' of interbank networks.
- Published in:
- Annals of Finance, 2023, v. 19, n. 2, p. 169, doi. 10.1007/s10436-022-00416-9
- By:
- Publication type:
- Article