1

Quote inefficiency in options markets

Année:
2015
Langue:
english
Fichier:
PDF, 670 KB
english, 2015
8

Data-driven smooth tests for the martingale difference hypothesis

Année:
2010
Langue:
english
Fichier:
PDF, 585 KB
english, 2010
16

Loss Data Analysis (The Maximum Entropy Approach) || 4 Some detailed examples

Année:
2018
Langue:
english
Fichier:
PDF, 126 KB
english, 2018
22

Risk-neutral valuation with infinitely many trading dates

Année:
2007
Langue:
english
Fichier:
PDF, 261 KB
english, 2007
23

Corporation as a Crucial Ally Against Corruption

Année:
2009
Langue:
english
Fichier:
PDF, 319 KB
english, 2009
24

Properties of Distortion Risk Measures

Année:
2009
Langue:
english
Fichier:
PDF, 423 KB
english, 2009
25

Determination of risk pricing measures from market prices of risk

Année:
2008
Langue:
english
Fichier:
PDF, 1.78 MB
english, 2008
44

Maxentropic approach to decompound aggregate risk losses

Année:
2015
Langue:
english
Fichier:
PDF, 630 KB
english, 2015