Hedging using simulation : a least squares approach

von Tebaldi, Claudio
Veröffentlicht in Journal of economic dynamics & control (2005)

Hedging a portfolio of derivative securities : a simulation approach

von Tebaldi, Claudio
Veröffentlicht in Economic notes (2001)

Solvable affine term structure models

von Grasselli, Martino
Veröffentlicht in Mathematical finance (2008)

Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model

von Grasselli, Martino
Veröffentlicht in Economic notes (2004)

A "coherent state transform" approach to derivative pricing

von Perissinotto, Ludovico
Veröffentlicht in International journal of theoretical and applied finance (2009)

Stochastic Jacobian and Riccati ODE in affine term structure models

von Grasselli, Martino
Veröffentlicht in Decisions in economics and finance (2007)

Illiquid assets and optimal portfolio choice

von Schwartz, Eduardo S.
Veröffentlicht 2006

Long-run risk and the persistence of consumption shocks

von Ortu, Fulvio
Veröffentlicht in The review of financial studies (2013)

The price of the smile and variance risk premia

von Gruber, Peter H.
Veröffentlicht in Management science (2021)

Option pricing when correlations are stochastic : an analytical framework

von Fonseca, José da
Veröffentlicht in Review of derivatives research (2007)

Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand

von Di Virgilio, Domenica
Veröffentlicht in Israel Conference in Behavioral Finance (2. : 2017 : Tel Aviv) Behavioral finance (2019)

A multivariate model of strategic asset allocation with longevity risk

Veröffentlicht 2015

A multivariate model of strategic asset allocation with longevity risk

von Bisetti, Emilio
Veröffentlicht in Journal of financial and quantitative analysis (2017)