首页
OALib 期刊
OALib 预印
快速投稿通道
排名
新闻
我的图书馆
常见问题
关于我们
关注我们+
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
LinkedIn (OALib Group)
LinkedIn (OALib Company Page)
Facebook
Twitter
全部
标题
作者
关键词
摘要
OALib Journal期刊
ISSN: 2333-9721
费用:99美元
投递稿件
为什么选择我们?
>>
- 开源期刊
- 同行审议
- 快速出刊
- 终身存储
- 免费检索
- 免费推广
- 更多...
- 搜索引擎
Quantitative Finance
ISSN Print:
ISSN Online:
主页:
http://arxiv.org/archive/q-fin
分享:
Go
Sensitivity Analysis of Long-Term Cash Flows
Hyungbin Park
On the C-property and $w^*$-representations of risk measures
Niushan Gao
,
Foivos Xanthos
Equilibrium pricing under relative performance concerns
Jana Bielagk
,
Arnaud Lionnet
,
Goncalo Dos Reis
On Capturing the Spreading Dynamics over Trading Prices in the Market
Hokky Situngkir
Optimal ETF Selection for Passive Investing
David Puelz
,
Carlos M. Carvalho
,
P. Richard Hahn
LSV models with stochastic interest rates and correlated jumps
Andrey Itkin
Sustainability in the Stochastic Ramsey Model
Rabi Bhattacharya
,
Hyeonju Kim
,
Mukul Majumdar
Complex economies have a lateral escape from the poverty trap
Emanuele Pugliese
,
Guido L. Chiarotti
,
Andrea Zaccaria
,
Luciano Pietronero
Pricing Parisian down-and-in options
Song-Ping Zhu
,
Nhat-Tan Le
,
Wen-Ting Chen
,
Xiaoping Lu
Least squares estimation for the subcritical Heston model based on continuous time observations
Matyas Barczy
,
Balazs Nyul
,
Gyula Pap
Modeling Market Inefficiencies within a Single Instrument
Kuang-Ting Chen
Risk-return relationship: An empirical study of different statistical methods for estimating the Capital Asset Pricing Models (CAPM) and the Fama-French model for large cap stocks
Linh Nghiem
Strategic liquidity provision in a limit order book
Julius Bonart
,
Martin Gould
One-Shot Bargaining Mechanisms
Yakov Babichenko
,
Leonard J. Schulman
How volatilities nonlocal in time affect the price dynamics in complex financial systems
Lei Tan
,
Bo Zheng
,
Jun-Jie Chen
,
Xiong-Fei Jiang
Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties
Tim Leung
,
Yoshihiro Shirai
Convex duality with transaction costs
Yan Dolinsky
,
H. Mete Soner
Developing Knowledge States: Technology and the Enhancement of National Statistical Capacity
Derrick M. Anderson
,
Andrew B. Whitford
Metabolic paths in world economy and crude oil price
Francesco Picciolo
,
Andreas Papandreou
,
Franco Ruzzenenti
Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing
Boris Buchmann
,
Benjamin Kaehler
,
Ross Maller
,
Alexander Szimayer
Dark-Pool Perspective of Optimal Market Making
M. Alessandra Crisafi
,
Andrea Macrina
A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime
M. Naresh Kumar
,
V. Sree Hari Rao
A weak law of large numbers for a limit order book model with fully state dependent order dynamics
Ulrich Horst
,
D?rte Kreher
Quasi-Newton particle Metropolis-Hastings
Johan Dahlin
,
Fredrik Lindsten
,
Thomas B. Sch?n
Asymptotic indifference pricing in exponential Lévy models
Clément Ménassé
,
Peter Tankov
Short-time asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
José E. Figueroa-López
,
Sveinn ólafsson
Systemic Risk with Exchangeable Contagion: Application to the European Banking System
Umberto Cherubini
,
Sabrina Mulinacci
Threadneedle: An Experimental Tool for the Simulation and Analysis of Fractional Reserve Banking Systems
Jacky Mallett
Well-Posedness and Comparison Principle for Option Pricing with Switching Liquidity
Tihomir Gyulov
,
Lyuben Valkov
A Directional Multivariate Value at Risk
Raúl Torres
,
Rosa E. Lillo
,
Henry Laniado
Contour map of estimation error for Expected Shortfall
Imre Kondor
,
Fabio Caccioli
,
Gábor Papp
,
Matteo Marsili
Extreme-Strike Asymptotics for General Gaussian Stochastic Volatility Models
Archil Gulisashvili
,
Frederi Viens
,
Xin Zhang
Market Dynamics and Indirect Network Effects in Electric Vehicle Diffusion
Zhe Yu
,
Shanjun Li
,
Lang Tong
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Stephane Crepey
,
Andrea Macrina
,
Tuyet Mai Nguyen
,
David Skovmand
Rotational invariant estimator for general noisy matrices
Jo?l Bun
,
Romain Allez
,
Jean-Philippe Bouchaud
,
Marc Potters
Diversification, protection of liability holders and regulatory arbitrage
Pablo Koch-Medina
,
Cosimo Munari
,
Mario Sikic
Model risk on credit risk
J. Molins
,
E. Vives
Archimedean-based Marshall-Olkin Distributions and Related Copula Functions
Sabrina Mulinacci
Consistent Recalibration of Yield Curve Models
Philipp Harms
,
David Stefanovits
,
Josef Teichmann
,
Mario Wüthrich
Systemic trade-risk of critical resources
Peter Klimek
,
Michael Obersteiner
,
Stefan Thurner
Lead-Lag Relationship using a Stop-and-Reverse-MinMax Process
Stanislaus Maier-Paape
,
Andreas Platen
On the Failures of Bonus Plans
David Lagziel
,
Ehud Lehrer
Optimal forest rotation age under efficient climate change mitigation
Tommi Ekholm
On the Exact Simulation of (Jump) Diffusion Bridges
Murray Pollock
Optimal trading strategies - a time series approach
Peter A. Bebbington
,
Reimer Kuehn
On the emergence of scale-free production networks
Stanislao Gualdi
,
Antoine Mandel
Performance v. Turnover: A Story by 4,000 Alphas
Zura Kakushadze
,
Igor Tulchinsky
Utility Maximisation for Exponential Levy Models with option and information processes
Lioudmila Vostrikova
Universalized Prisoner's Dilemma With Risk
Paul Studtmann
Mathematical Analysis of the Historical Economic Growth
Ron W. Nielsen
Go