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Showing below up to 50 results in range #101 to #150.

101. Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures: Label: en
102. Cross-impact of order flow imbalance in equity markets: Label: en
103. Model-free analysis of real option exercise probability and timing: Label: en
104. Leveraged funds: robust replication and performance evaluation: Label: en
105. Pairs trading with wavelet transform: Label: en
106. Optimal trading with transaction costs and short-term predictability: Label: en
107. From optimal martingales to randomized dual optimal stopping: Label: en
108. Option pricing under stochastic volatility models with latent volatility: Label: en
109. Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation: Label: en
110. Real Time Computing (NATO ASI Series. Series F, Computer and Systems Sciences, Vol. 127): Label: en
111. Media trading groups and short selling manipulation: Label: en
112. High-dimensional sparse index tracking based on a multi-step convex optimization approach: Label: en
113. Large-scale financial planning via a partially observable stochastic dual dynamic programming framework: Label: en
114. Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk: Label: en
115. A general approach for lookback option pricing under Markov models: Label: en
116. Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes: Label: en
117. Weak approximations and VIX option price expansions in forward variance curve models: Label: en
118. Volatility is (mostly) path-dependent: Label: en
119. Stable dividends under linear-quadratic optimisation: Label: en
120. A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering: Label: en
121. Systematic scenario selection: stress testing and the nature of uncertainty: Label: en
122. Bayesian estimation of truncated data with applications to operational risk measurement: Label: en
123. Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty: Label: en
124. Did China avoid the ‘Asian flu’? The contagion effect test with dynamic correlation coefficients: Label: en
125. EMU equity markets' return variance and spillover effects from the short-term interest rate: Label: en
126. A market model with medium/long-term effects due to an insider: Label: en
127. An extension of Davis and Lo's contagion model: Label: en
128. Contagion models a la carte: which one to choose?: Label: en
129. Predicting issuer credit ratings using generalized estimating equations: Label: en
130. The use of Bayes factors to compare interest rate term structure models: Label: en
131. The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship: Label: en
132. The law of one accounting variable: Label: en
133. The augmented Black–Litterman model: a ranking-free approach to factor-based portfolio construction and beyond: Label: en
134. Equity issues and aggregate market returns under information asymmetry: Label: en
135. Prediction accuracy and sloppiness of log-periodic functions: Label: en
136. Multiscale analysis of economic time series by scale-dependent Lyapunov exponent: Label: en
137. A perturbative approach to Bermudan options pricing with applications: Label: en
138. The representation of American options prices under stochastic volatility and jump-diffusion dynamics: Label: en
139. Asset pricing with disequilibrium price adjustment: theory and empirical evidence: Label: en
140. Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas: Label: en
141. Fractional differencing in discrete time: Label: en
142. On the numerical stability of simulation methods for SDEs under multiplicative noise in finance: Label: en
143. Smoothed safety first and the holding of assets: Label: en
144. The buy-and-hold horizon and portfolio choice: Label: en
145. American step-up and step-down default swaps under Lévy models: Label: en
146. The valuation of structured products using Markov chain models: Label: en
147. Derivatives pricing with marked point processes using tick-by-tick data: Label: en
148. The British call option: Label: en
149. Optimal high-frequency trading with limit and market orders: Label: en
150. Modelling microstructure noise with mutually exciting point processes: Label: en