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2018 |
Hayden, Lorien X. |
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2018 |
Taleb, Nassim Nicholas |
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2018 |
Yang, Nian |
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2018 |
Smaga, P. |
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2018 |
Stübinger, Johannes |
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2018 |
Bellini, Fabio |
| On the American swaption in the linear-rational framework
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2018 |
Filipović, Damir |
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2018 |
Chesney, Marc |
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2018 |
Michaelsen, Markus |
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2018 |
Scheller, Felix |
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2018 |
Isaenko, Sergei |
| Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
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2018 |
Ren, Yu |
| Impact of multiple curve dynamics in credit valuation adjustments under collateralization
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2018 |
Bormetti, Giacomo |
| Dividend derivatives
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2018 |
Tunaru, Radu |
| Pairs trading with partial cointegration
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2018 |
Clegg, Matthew |
| Forecasting and trading high frequency volatility on large indices
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2018 |
Liu, Fei |
| Linear models for the impact of order flow on prices, I.: History dependent impact models
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2018 |
Taranto, Damian Eduardo |
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2018 |
Reis, Gonçalo dos |
| Indexing mergers and acquisitions
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2018 |
Gang, Jianhua |
| Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition
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2018 |
Hua, Qiuling |
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