1

Introduction to Fast Fourier Transform in Finance

Year:
2004
Language:
english
File:
PDF, 377 KB
english, 2004
2

Dynamic programming and mean‐variance hedging in discrete time

Year:
2004
Language:
english
File:
PDF, 272 KB
english, 2004
3

HEDGING BY SEQUENTIAL REGRESSIONS REVISITED

Year:
2009
Language:
english
File:
PDF, 252 KB
english, 2009
5

MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION

Year:
2008
Language:
english
File:
PDF, 195 KB
english, 2008
6

Dynamic Programming and Mean-Variance Hedging in Discrete Time

Year:
2003
Language:
english
File:
PDF, 337 KB
english, 2003
9

An improved convolution algorithm for discretely sampled Asian options

Year:
2011
Language:
english
File:
PDF, 180 KB
english, 2011
11

Market Value Margin via Mean-Variance Hedging

Year:
2012
Language:
english
File:
PDF, 223 KB
english, 2012
13

On the Structure of General Mean-Variance Hedging Strategies

Year:
2005
Language:
english
File:
PDF, 346 KB
english, 2005
14

Mathematical Techniques in Finance (Tools for Incomplete Markets) || 7. Fast Fourier Transform

Year:
2009
Language:
english
File:
PDF, 212 KB
english, 2009
16

Introduction to Fast Fourier Transform in Finance

Year:
2006
Language:
english
File:
PDF, 284 KB
english, 2006
17

A COUNTEREXAMPLE CONCERNING THE VARIANCE-OPTIMAL MARTINGALE MEASURE

Year:
2008
Language:
english
File:
PDF, 106 KB
english, 2008
18

OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS

Year:
2007
Language:
english
File:
PDF, 222 KB
english, 2007
24

RGB histograms as a reliable tool for the evaluation of fuel oils stability

Year:
2018
Language:
english
File:
PDF, 782 KB
english, 2018
25

Mathematical Techniques in Finance (Tools for Incomplete Markets) || Preface to the Second Edition

Year:
2009
Language:
english
File:
PDF, 84 KB
english, 2009
29

Optimal Hedging with Higher Moments

Year:
2007
Language:
english
File:
PDF, 316 KB
english, 2007
33

Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets

Year:
2000
Language:
english
File:
PDF, 470 KB
english, 2000
35

MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING

Year:
2013
Language:
english
File:
PDF, 469 KB
english, 2013
45

Mathematical Techniques in Finance (Tools for Incomplete Markets) || 6. Towards Continuous Time

Year:
2009
Language:
english
File:
PDF, 223 KB
english, 2009
46

Convex duality and Orlicz spaces in expected utility maximization

Year:
2019
Language:
english
File:
PDF, 561 KB
english, 2019
48

Mathematical Techniques in Finance (Tools for Incomplete Markets) || 8. Information Management

Year:
2009
Language:
english
File:
PDF, 154 KB
english, 2009
49

Currency crises: introduction of spot speculators

Year:
1999
Language:
english
File:
PDF, 208 KB
english, 1999