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DateTitle Authors
2005 Price and wealth asymptotic dynamics with CRRA technical trading strategiesAnufriev, Mikhail / Bottazzi, Giulio / Pancotto, Francesca
2003 Martingales, taxes, and neutralityLöffler, Andreas / Schneider, Dirk
2009 How does market architecture affect price dynamics? A time series analysis of the Italian day-ahead electricity pricesPetrella, Andrea / Sapio, Sandro
2011 ModellrisikoStahl, Gerhard / Sibbertsen, Philipp / Bertram, Philip
2011 About the impact of model risk on capital reserves: A quantitative analysisBertram, Philip / Sibbertsen, Philipp / Stahl, Gerhard
2003 Price dividend models, expectations formation, and monetary policyValckx, Nico
2013 Consistent pricing and hedging volatility derivatives with two volatility surfacesChen, Ke / Poon, Ser-Huang
2013 Variance swap premium under stochastic volatility and self-exciting jumpsChen, Ke / Poon, Ser-Huang
2014 Intraday Anomalies and Market Efficiency: A Trading Robot AnalysisCaporale, Guglielmo Maria / Gil-Alana, Luis A. / Plastun, Alex / Makarenko, Inna
2013 The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock ReturnsAtanasov, Victoria / Nitschka, Thomas

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