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OALib Journal期刊
ISSN: 2333-9721
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Quantitative Finance
ISSN Print:
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主页:
http://arxiv.org/archive/q-fin
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Linking Economic Complexity, Institutions and Income Inequality
D. Hartmann
,
M. R. Guevara
,
C. Jara-Figueroa
,
M. Aristarán
,
C. A. Hidalgo
Non-Arbitrage Under Additional Information for Thin Semimartingale Models
Anna Aksamit
,
Tahir Choulli
,
Jun Deng
,
Monique Jeanblanc
On statistical indistinguishability of complete and incomplete discrete time market models
Nikolai Dokuchaev
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
,
Serguei Pergamenshchikov
Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion
Christoph Czichowsky
,
Walter Schachermayer
Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?
Yue-Jun Zhang
,
Ting Yao
,
Ling-Yun He
Unified Growth Theory Contradicted by the Economic Growth in Africa
Ron W Nielsen
Macroeconomic Dynamics of Assets, Leverage and Trust
Jeroen Rozendaal
,
Yannick Malevergne
,
Didier Sornette
Oil price shocks, road transport pollution emissions and residents' health losses in China
Sheng Yang
,
Ling-Yun He
The role of money and the financial sector in energy-economy models used for assessing climate policy
H. Pollitt
,
J. -F. Mercure
The scaling of income inequality in cities
Somwrita Sarkar
,
Peter Phibbs
,
Roderick Simpson
,
Sachin Wasnik
Retarded action principle and self-financing portfolio dynamics
Dmitry Lesnik
Dynamics of multivariate default system in random environment
Nicole El Karoui
,
Monique Jeanblanc
,
Ying Jiao
High-frequency limit of Nash equilibria in a market impact game with transient price impact
Alexander Schied
,
Elias Strehle
,
Tao Zhang
Unified Growth Theory Contradicted by the GDP/cap Data
Ron W Nielsen
Managing Cellular Billing Plan Switchings
Valery Vilisov
A network analysis of the global energy market: an insight on the entanglement between crude oil and the world economy
Franco Ruzzenenti
,
Francesco Picciolo
,
Andreas Papandreou
An Introduction to Business Mathematics
Henk van Elst
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Domenico Di Gangi
,
Fabrizio Lillo
,
Davide Pirino
Correctness of Backtest Engines
Robert L?w
,
Stanislaus Maier-Paape
,
Andreas Platen
Estimating Tipping Points in Feedback-Driven Financial Networks
Zvonko Kostanjcar
,
Stjepan Begusic
,
H. E. Stanley
,
Boris Podobnik
A Hedged Monte Carlo Approach to Real Option Pricing
Edgardo Brigatti
,
Felipe Macias
,
Max O. Souza
,
Jorge P. Zubelli
Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intra-day Structure
Florian Ziel
Electricity Price Forecasting using Sale and Purchase Curves: The X-Model
Florian Ziel
,
Rick Steinert
Feynman-Kac Formulas for Solutions to Degenerate Elliptic and Parabolic Boundary-Value and Obstacle Problems with Dirichlet Boundary Conditions
Paul M. N. Feehan
,
Ruoting Gong
,
Jian Song
Optimal Insurance with Rank-Dependent Utility and Increasing Indemnities
Xu Zuo Quan
,
Zhou Xun Yu
,
Zhuang Sheng Chao
Sticky processes, local and true martingales
Miklós Rásonyi
,
Hasanjan Sayit
The pricing of contingent claims and optimal positions in asymptotically complete markets
Michail Anthropelos
,
Scott Robertson
,
Konstantinos Spiliopoulos
Production Function of the Mining Sector of Iran
Seyyed Ali Zeytoon Nejad Moosavian
Correlated Poisson processes and self-decomposable laws
Nicola Cufaro Petroni
,
Piergiacomo Sabino
A permutation Information Theory tour through different interest rate maturities: the Libor case
Aurelio F. Bariviera
,
M. Belen Guercio
,
Lisana B. Martinez
,
Osvaldo A. Rosso
A mixed Monte Carlo/PDE variance reduction method under the Heston-CIR model
Andrei Cozma
,
Christoph Reisinger
Bifurcation patterns of market regime transition
Sergey Kamenshchikov
IMF Lending and Economic Growth: An Empirical Analysis of Ukraine
Roman Kononenko
Analysis of cyclical behavior in time series of stock market returns
Djordje Stratimirovic
,
Darko Sarvan
,
Vladimir Miljkovic
,
Suzana Blesic
Hybrid scheme for Brownian semistationary processes
Mikkel Bennedsen
,
Asger Lunde
,
Mikko S. Pakkanen
Dynamical system theory of periodically collapsing bubbles
V. I. Yukalov
,
E. P. Yukalova
,
D. Sornette
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
Vygintas Gontis
,
Shlomo Havlin
,
Aleksejus Kononovicius
,
Boris Podobnik
,
H. Eugene Stanley
Optimum Liquidation Problem Associated with the Poisson Cluster Process
A. Sadoghi
,
J. Vecer
Variable Annuity with GMWB: surrender or not, that is the question
Xiaolin Luo
,
Pavel Shevchenko
Stochastic Frontier I & D of fractal dimensions for technological innovation
Maria Ramos-Escamilla
Annuitization and asset allocation
Moshe A. Milevsky
,
Virginia R. Young
Methodological foundations of policy-making in modelling transitions to sustainability at regional to global scale
J. -F. Mercure
,
H. Pollitt
,
A. M. Bassi
,
J. E Vi?uales
,
N. R. Edwards
Note on tax enforcement and transfer pricing manipulation
Alex Augusto Timm Rathke
A Practical Approach to Financial Crisis Indicators Based on Random Matrices
Antoine Kornprobst
,
Raphael Douady
Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium
Takuji Arai
No-Arbitrage Prices of Cash Flows and Forward Contracts as Choquet Representations
Tom Fischer
Optimal Static Quadratic Hedging
Tim Leung
,
Matthew Lorig
Model-free Superhedging Duality
Matteo Burzoni
,
Marco Frittelli
,
Marco Maggis
Market shape formation, statistical equilibrium and neutral evolution theory
Sergey Sosnovskiy
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