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Results 111-120 of 913.


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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
2011 A Markov-switching multifractal approach to forecasting realized volatilityLux, Thomas / Morales-Arias, Leonardo / Sattarhoff, Cristina
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
2013 The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock ReturnsAtanasov, Victoria / Nitschka, Thomas
2005 On the timing option in a futures contractBiagini, Francesca / Björk, Tomas

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