Narrow your search
Selected: H

Haar Wavelets-Based Approach for Quantifying Credit Portfolio Losses

Economy – Quantitative Finance – Risk Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hausdorff clustering

Economy – Quantitative Finance – Statistical Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hazard processes and martingale hazard processes

Economy – Quantitative Finance – Risk Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Heat kernel methods in finance: the SABR model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Heavy-tail driven by memory

Economy – Quantitative Finance – Statistical Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging and production decisions under uncertainty: A survey

Economy – Quantitative Finance – General Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging Effectiveness under Conditions of Asymmetry

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy

Economy – Quantitative Finance – Risk Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging in an equilibrium-based model for a large investor

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging of claims with physical delivery under convex transaction costs

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging of Game Options With the Presence of Transaction Costs

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging of time discrete auto-regressive stochastic volatility options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging strategies with a put option and their failure rates

Economy – Quantitative Finance – Risk Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging under arbitrage

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hedging: Scaling and the Investor Horizon

Economy – Quantitative Finance – Risk Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Hermitian and non-Hermitian covariance estimators for multivariate Gaussian assets from random matrix theory

Economy – Quantitative Finance – Statistical Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Heterogeneity and Increasing Returns May Drive Socio-Economic Transitions

Economy – Quantitative Finance – General Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.