Fundraising September 15, 2024 – October 1, 2024 About fundraising
3

Speculative Futures Trading under Mean Reversion

Year:
2016
Language:
english
File:
PDF, 722 KB
english, 2016
4

Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage

Year:
2018
Language:
english
File:
PDF, 399 KB
english, 2018
7

Optimal static quadratic hedging

Year:
2016
Language:
english
File:
PDF, 872 KB
english, 2016
10

Optimal Trading with a Trailing Stop

Year:
2019
Language:
english
File:
PDF, 804 KB
english, 2019
11

Optimal trading of a basket of futures contracts

Year:
2020
File:
PDF, 1.08 MB
2020
14

Optimal Timing to Purchase Options

Year:
2011
Language:
english
File:
PDF, 459 KB
english, 2011
16

Implied Volatility of Leveraged ETF Options

Year:
2015
Language:
english
File:
PDF, 807 KB
english, 2015
17

[SpringerBriefs in Quantitative Finance] Leveraged Exchange-Traded Funds ||

Year:
2016
Language:
english
File:
PDF, 2.96 MB
english, 2016
20

Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics

Year:
2018
Language:
english
File:
PDF, 935 KB
english, 2018
21

Optimal Timing for Mean Reversion Trading

Year:
2013
Language:
english
File:
PDF, 355 KB
english, 2013
22

Optimal Dynamic Pairs Trading of Futures Under a Two-Factor Mean-Reverting Model

Year:
2018
Language:
english
File:
PDF, 370 KB
english, 2018
23

Optimal dynamic basis trading

Year:
2019
Language:
english
File:
PDF, 833 KB
english, 2019
29

Dynamic Index Tracking and Risk Exposure Control Using Derivatives

Year:
2018
Language:
english
File:
PDF, 2.94 MB
english, 2018
30

Optimal Trading with a Trailing Stop

Year:
2017
Language:
english
File:
PDF, 958 KB
english, 2017
31

Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach

Year:
2016
Language:
english
File:
PDF, 219 KB
english, 2016
33

Sparse mean-reverting portfolios via penalized likelihood optimization

Year:
2020
Language:
english
File:
PDF, 595 KB
english, 2020
38

Wavelet:  A New Trend in Chemistry

Year:
2003
Language:
english
File:
PDF, 219 KB
english, 2003
39

American step-up and step-down default swaps under Lévy models

Year:
2013
Language:
english
File:
PDF, 508 KB
english, 2013
42

RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES

Year:
2012
Language:
english
File:
PDF, 620 KB
english, 2012
45

Optimal Mean Reversion Trading (Mathematical Analysis and Practical Applications) || Introduction

Year:
2016
Language:
english
File:
PDF, 154 KB
english, 2016
48

The golden target: analyzing the tracking performance of leveraged gold ETFs

Year:
2015
Language:
english
File:
PDF, 335 KB
english, 2015
49

ESO Valuation with Job Termination Risk and Jumps in Stock Price

Year:
2015
Language:
english
File:
PDF, 462 KB
english, 2015