Optimal execution with liquidity risk in a diffusive order book market.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500184
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- Publication type:
- Article
Works matching IS 24247863 AND DT 2023 AND VI 10 AND IP 3
Results: 11
1
2
Fama and French three and six-factor models: Evidence from Indian stock exchange.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500172
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- Publication type:
- Article
3
Optimal consumption, investment and life insurance selection under robust utilities.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500160
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- Publication type:
- Article
4
Deep learning-based option pricing for Barndorff–Nielsen and Shephard model.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500159
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- Publication type:
- Article
5
Nexus between energy consumption, climate risk development finance and GHG emissions.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500251
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- Publication type:
- Article
6
Analytical formulas for option prices under time-changed CARMA process.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S242478632350024X
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- Publication type:
- Article
7
High-frequency stock return prediction using state-of-the-art deep learning models.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500238
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- Publication type:
- Article
8
Investment certificates pricing using a Quasi-Monte Carlo framework: Case-studies based on the Italian market.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500214
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- Publication type:
- Article
9
Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500202
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- Publication type:
- Article
10
Quadratic effect of bank size on capital regulation and risk-taking behavior: Evidence from the Central Europe.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500196
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- Publication type:
- Article
11
Managing the risk of embedded options in non-traded credit using portfolio modeling.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 3, p. 1, doi. 10.1142/S2424786323500123
- By:
- Publication type:
- Article