Search
Selected: O

Okun's law revisited. Is there structural unemployment in developed countries?

Economy – Quantitative Finance – General Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Old and new approaches to LIBOR modeling

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On a Non-Standard Stochastic Control Problem

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On a stochastic differential equation arising in a price impact model

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On Admissible Strategies in Robust Utility Maximization

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On break-even correlation: the way to price structured credit derivatives by replication

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On Calibrating Stochastic Volatility Models with time-dependent Parameters

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On contingent claims pricing in incomplete markets: A risk sharing approach

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On detecting the dependence of time series

Economy – Quantitative Finance – Statistical Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On Equilibrium Prices in Continuous Time

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On Financial Markets Based on Telegraph Processes

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On honest times in financial modeling

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On Hurst exponent estimation under heavy-tailed distributions

Economy – Quantitative Finance – Statistical Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On incompleteness of bond markets with infinite number of random factors

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On information efficiency and financial stability

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On interrelations of recurrences and connectivity trends between stock indices

Economy – Quantitative Finance – Statistical Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On martingale measures and pricing for continuous bond-stock market with stochastic bond

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On Mean-Variance Analysis

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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