Sensitivity analysis for marked Hawkes processes : application to CLO pricing

von Bernis, Guillaume
Veröffentlicht in Mathematics and financial economics (2018)

Uncertainty and the politics of employment protection

von Vindigni, Andrea
Veröffentlicht in Journal of labor economics (2015)

Alpha-CIR model with branching processes in sovereign interest rate modeling

von Jiao, Ying
Veröffentlicht in Finance and stochastics (2017)

Optimal harvesting under marine reserves and uncertain environment

von Gaïgi, M'hamed
Veröffentlicht in European journal of operational research (2022)

Optimal credit allocation under regime uncertainty with sensitivity analysis

Veröffentlicht in International journal of theoretical and applied finance (2015)

A branching process approach to power markets

von Jiao, Ying
Veröffentlicht in Energy economics (2019)

Optimal investment in markets with over and under-reaction to information

von Callegaro, Giorgia
Veröffentlicht in Mathematics and financial economics (2017)

Optimal execution cost for liquidation through a limit order market

von Chevalier, Etienne
Veröffentlicht in International journal of theoretical and applied finance (2016)