Esistenza di soluzioni di equilibrio e stabilità in un mercato azionario imitativo

von Ferrari, Luigi
Veröffentlicht in Giornale degli economisti e annali di economia (1997)

An accurate valuation of Asian options using moments

von Fusai, G.
Veröffentlicht in International journal of theoretical and applied finance (2002)

"Ebb and flow" of fundamentalist, imitator and contrarian investors in a financial market

von Tagliani, Aldo
Veröffentlicht in New operational approaches for financial modelling (1997)

Discontinuous payoff option pricing by Mellin transform : a probabilistic approach

von Gzyl, Henryk
Veröffentlicht in Finance research letters (2017)

Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean

von Carrillo Menéndez, Santiago
Veröffentlicht in The journal of operational risk (2012)

Antiusury laws and market interest rate dynamics

von Cifarelli, Donato M.
Veröffentlicht in New operational approaches for financial modelling (1997)

Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments

von Gzyl, Henryk
Veröffentlicht in Insurance / Mathematics & economics (2013)

A comparison of numerical approaches to determine the severity of losses

von Gzyl, Henryk
Veröffentlicht in The journal of operational risk (2013)