Facet browsing currently unavailable
Page 4 of 1365 results
Sort by: relevance publication year
OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS JOURNAL ARTICLE published June 2006 in International Journal of Theoretical and Applied Finance |
Independent Component Analysis and Immunization: An Exploratory Study JOURNAL ARTICLE published November 2003 in International Journal of Theoretical and Applied Finance |
AN ARITHMETIC PURE-JUMP MULTI-CURVE INTEREST RATE MODEL JOURNAL ARTICLE published December 2019 in International Journal of Theoretical and Applied Finance |
DIVIDENDS AND UNCERTAINTY: EVIDENCE FROM THE ITALIAN MARKET JOURNAL ARTICLE published February 2004 in International Journal of Theoretical and Applied Finance |
SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? JOURNAL ARTICLE published December 2011 in International Journal of Theoretical and Applied Finance |
COMPOSITE INDEX PREDICTION JOURNAL ARTICLE published July 2000 in International Journal of Theoretical and Applied Finance |
OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST JOURNAL ARTICLE published February 2001 in International Journal of Theoretical and Applied Finance |
DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS JOURNAL ARTICLE published September 2011 in International Journal of Theoretical and Applied Finance |
THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS JOURNAL ARTICLE published August 2011 in International Journal of Theoretical and Applied Finance |
CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK JOURNAL ARTICLE published November 2013 in International Journal of Theoretical and Applied Finance |
PREDICTING RETURNS IN US TREASURIES: DO TENTS MATTER? JOURNAL ARTICLE published November 2018 in International Journal of Theoretical and Applied Finance |
EQUILIBRIUM CONDITIONS OF FORWARD EXCHANGE MARKET EXPRESSED IN A SIMPLE GEOMETRIC STRUCTURE JOURNAL ARTICLE published November 2005 in International Journal of Theoretical and Applied Finance |
PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS JOURNAL ARTICLE published June 2014 in International Journal of Theoretical and Applied Finance |
ELECTRICITY PRICES: A NONPARAMETRIC APPROACH JOURNAL ARTICLE published March 2010 in International Journal of Theoretical and Applied Finance |
Measuring the Complexity of Currency Markets by Fractal Dimension Analysis JOURNAL ARTICLE published September 2003 in International Journal of Theoretical and Applied Finance |
MANAGING BOTH SIGN AND SIZE OF FLUCTUATIONS WITHIN THE n-ZIPF FRAMEWORK JOURNAL ARTICLE published July 2000 in International Journal of Theoretical and Applied Finance |
CONDITIONAL ASIAN OPTIONS JOURNAL ARTICLE published September 2015 in International Journal of Theoretical and Applied Finance |
WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK JOURNAL ARTICLE published November 2012 in International Journal of Theoretical and Applied Finance |
THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING JOURNAL ARTICLE published February 2016 in International Journal of Theoretical and Applied Finance |
A MODEL OF STOCK MARKET BUBBLE UNDER UNCERTAIN FUNDAMENTALS JOURNAL ARTICLE published July 2000 in International Journal of Theoretical and Applied Finance |