| Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
|
2018 |
Fadugba, Sunday Emmanuel |
| Assessing the power of VaR : new empirical evidence
|
2018 |
Rusu, Andrei |
| Comparison of determinants in the different property sectors of Japanese REIT market under non-traditional monetary policy regimes
|
2018 |
Ito, Takayasu |
| MCDM modelling of purchase determinants for portfolio products recommended by financial advisors
|
2018 |
Chiang, Yi-Hui |
| Improvements in forecasting of bank stock excess returns using the investor sentiment endurance index : a comparison with CAPM and Fama-French models
|
2018 |
He, Ling T. |
| The Asian financial crisis : market inefficiency and speculative bubbles
|
2018 |
Wuthisatian, Rattaphon |
| Dynamics of randomness and efficiency in the Indian stock markets
|
2018 |
Kumar, S. Sujeesh |
| Do simple traders' rules perform better than the GARCH model? : evidence from currency options in India
|
2018 |
Bhat, Aparna |
| An equilibrium pricing for OTC derivatives with non-cash collateralisation
|
2018 |
Takino, Kazuhiro |
| Information processing in freight and freight forward markets : an event study on OPEC announcements
|
2017 |
Lauenstein, Philipp |
| Correlation asymmetry and implication on hedging
|
2017 |
Trabelsi, Abdelwahed |
| A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics
|
2017 |
Singh, Arti |
| The impact of monetary policy expectations on interbank interest rates in Malaysia
|
2017 |
Ito, Takayasu |
| Bond pricing under the generalised Black-Karasinski models
|
2017 |
Thakoor, Nawdha |
| CDS spreads in the aftermath of central clearing
|
2017 |
Kaya, Orcun |
| Intraday price discovery in Indian stock index futures market : new evidence from neural network approach
|
2017 |
Kumar, Saurabh |
| The impact of market participants' interaction on futures prices : comparing three US wheat futures markets
|
2017 |
Bosch, David |
| Electricity prices forecast analysis using the extreme value theory
|
2016 |
Simões, Mário Domingues de Paula |
| Price discovery and risk transfer in the Brent crude oil futures market
|
2016 |
Abba Abdullahi, Saada |
| An efficient grid lattice algorithm for pricing American-style options
|
2016 |
Liu, Zhongkai |
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