Covariance estimation using random permutations.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S2424786318500056
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- Publication type:
- Article
Works matching IS 24247863 AND DT 2018 AND VI 5 AND IP 1
Results: 9
1
2
Stochastic volatility for utility maximizers - A martingale approach.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S242478631850007X
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- Publication type:
- Article
3
Does earnings management mediate the impact of financial policies on market value of firms? A comparative study of China and Pakistan.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S2424786318500068
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- Publication type:
- Article
4
Optimal investment risks management strategies of an economy in a financial crisis.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S2424786318500032
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- Publication type:
- Article
5
Electricity price forecasting using multiple wavelet coherence method: Comparison of ARMA versus VARMA.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S2424786318500044
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- Publication type:
- Article
6
Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S2424786318500020
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- Publication type:
- Article
7
An analytical solution for the HJB equation arising from the Merton problem.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S2424786318500081
- By:
- Publication type:
- Article
8
Implied volatility surfaces during the period of global financial crisis.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S2424786318500019
- By:
- Publication type:
- Article
9
Finite element based Monte Carlo simulation of options on Lévy driven assets.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 1, p. -1, doi. 10.1142/S2424786318500135
- By:
- Publication type:
- Article