| A new approach to the rational expectations equilibrium : existence, optimality and incentive compatibility
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2020 |
Castro, Luciano I. de |
| Asian options pricing in Hawkes-type jump-diffusion models
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2020 |
Brignone, Riccardo |
| Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
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2020 |
Kirkby, J. Lars |
| Development banking under weak institutions and imperfect credit markets
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2020 |
Senra Hodelin, Reynaldo |
| Optimal compensation and investment affected by firm size and time-varying external factors
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2020 |
Lai, Chong |
| Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
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2020 |
Roberts, Michael |
| Deposit insurance and the coexistence of commercial and shadow banks
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2020 |
LeRoy, Stephen F. |
| An evolutionary finance model with a risk-free asset
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2020 |
Belkov, Sergei |
| The impact of financial crises on the environment in developing countries
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2020 |
Jalles, João Tovar |
| The price leadership share : a new measure of price discovery in financial markets
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2020 |
De Blasis, Riccardo |
| The role of market efficiency on implied cost of capital estimates : an international perspective
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2020 |
Schröder, David |
| Internal financing, managerial compensation and multiple tasks
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2020 |
Brusco, Sandro |
| Relative growth optimal strategies in an asset market game
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2020 |
Drokin, Yaroslav |
| Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
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2020 |
Russo, Vincenzo |
| Optimal trading of a basket of futures contracts
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2020 |
Angoshtari, Bahman |
| Leakage of rank-dependent functionally generated trading strategies
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2020 |
Xie, Kangjianan |
| A computable general equilibrium model for banking sector risk assessment in South Africa
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2020 |
Beyers, Conrad F. J. |
| Transparency and market discipline : evidence from the Russian interbank market
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2020 |
Guillemin, François |
| Fundamental theorem of asset pricing under fixed and proportional transaction costs
|
2020 |
Brown, Martin |
| Forecasting volatility in bitcoin market
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2020 |
Segnon, Mawuli |
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