Showing items 1-21 of 65.
| Date | Title |
Authors |
| 2008 | Importance sampling for backward SDEs | Bendera, Christian / Moseler, Thilo |
| 2008 | Managerial responses to incentives: control of firm risk, derivative pricing implications, and outside wealth management | Jackwerth, Jens Carsten / Hodder, James E. |
| 2008 | Kinetic equations modelling wealth redistribution: a comparison of approaches | Düring, Bertram / Matthes, Daniel / Toscani, Giuseppe |
| 2008 | Filtered Log-periodogram Regression of long memory processes | Feng, Yuanhua / Beran, Jan |
| 2008 | Modelling and forecasting multivariate realized volatility | Chiriac, Roxana / Voev, Valeri |
| 2008 | A nonparametric regression cross spectrum for multivariate time series | Beran, Jan |
| 2008 | Asset pricing under information with stochastic volatility | Düring, Bertram |
| 2008 | International and domestic trading and wealth distribution | Düring, Bertram / Toscani, Giuseppe |
| 2008 | Are options on index futures profitable for risk averse investors? Empirical evidence | Jackwerth, Jens Carsten / Constantinides, George M. / Czerwonko, Michal / Perrakis, Stelios |
| 2008 | Recovering delisting returns of hedge funds | Hodder, James E. / Jackwerth, Jens Carsten / Kolokolova, Olga |
| 2008 | A Boltzmann-type approach to the formation of wealth distribution curves | Düring, Bertram / Matthes, Daniel / Toscani, Giuseppe |
| 2007 | Information asymmetries and securitization design | Franke, Günter / Herrmann, Markus / Weber, Thomas |
| 2007 | Two-dimensional risk neutral valuation relationships for the pricing of options | Franke, Günter / Huang, James / Stapleton, Richard C. |
| 2007 | Customer trading in the foreign exchange market empirical evidence from an internet trading platform | Lechner, Sandra / Nolte, Ingmar |
| 2007 | Panel intensity models with latent factors: an application to the trading dynamics on the foreign exchange market | Nolte, Ingmar / Voev, Valeri |
| 2007 | Securitisation of mezzanine capital in Germany | Franke, Günter / Hein, Julia |
| 2007 | On parameter estimation for locally stationary long-memory processes | Beran, Jan |
| 2007 | Hydrodynamics from kinetic models of conservative economies | Düring, B. / Toscani, Giuseppe |
| 2007 | Non-market wealth, background risk and portfolio choice | Franke, Günter / Schlesinger, Harris / Stapleton, Richard C. |
| 2007 | Dynamic modeling of large dimensional covariance matrices | Voev, Valeri |
| 2007 | Estimation of a nonparametric regression spectrum for multivariate time series | Beran, Jan / Heiler, Mark A. |