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  1.  

    Optimal execution strategy in liquidity framework

    Benazzoli, Chiara / Di Persio, Luca | BASE | 2017
  2.  

    Option-Like Properties in the Distribution of Hedge Fund Returns

    Denk, K. / Djerroud, B. / Seco, L. et al. | BASE | 2017
  3.  

    Behavioral Finance driven Investment Strategies

    Lichtenstern, A., Escobar, M., Zagst, R. | BASE | 2017
  4.  

    Closed-form solutions for Guaranteed Minimum Accumulation Benefits

    Brunner, B. / Krayzler, M. / Zagst, R. | BASE | 2017
  5.  

    Robustness regions for measures of risk aggregation

    Pesenti, Silvana M. / Millossovich, Pietro / Tsanakas, Andreas | BASE | 2016
  6.  

    The Markov-switching Jump Diffusion LIBOR Market Model

    Steinrücke, L. / Swishchuk, A. / Zagst, R. | BASE | 2016
  7.  

    Futures pricing in electricity markets based on stable CARMA spot models

    Benth, F.E., Klüppelberg, C., Müller, G., and Vos, L. | BASE | 2016
  8.  

    CDO pricing with nested Archimedean copulas

    Hofert, M. / Scherer, M. | BASE | 2016
  9.  

    A Three-Factor Defaultable Term Structure Model

    Schmid, B. / Zagst, R. | BASE | 2016
  10.  

    How to solve dynamic stochastic models computing expectations just once

    Judd, Kenneth L. / Maliar, Lilia / Maliar, Serguei et al. | BASE | 2017
  11.  

    Modelling of Loan Recovery Rates

    Anzer, Gabriel | BASE | 2017

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