3

Optimal Trading Policies for Wind Energy Producer

Year:
2018
Language:
english
File:
PDF, 1022 KB
english, 2018
6

Market Models with Optimal Arbitrage

Year:
2015
Language:
english
File:
PDF, 244 KB
english, 2015
10

CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES

Year:
2009
Language:
english
File:
PDF, 200 KB
english, 2009
12

A NEW LOOK AT SHORT-TERM IMPLIED VOLATILITY IN ASSET PRICE MODELS WITH JUMPS

Year:
2016
Language:
english
File:
PDF, 734 KB
english, 2016
13

Portfolio insurance under a risk-measure constraint

Year:
2011
Language:
english
File:
PDF, 327 KB
english, 2011
15

Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach

Year:
2002
Language:
english
File:
PDF, 465 KB
english, 2002
19

Pricing and Hedging Gap Risk

Year:
2008
Language:
english
File:
PDF, 239 KB
english, 2008
20

Arbitrage Opportunities in Misspecified Stochastic Volatility Models

Year:
2011
Language:
english
File:
PDF, 705 KB
english, 2011
23

A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES

Year:
2008
Language:
english
File:
PDF, 158 KB
english, 2008
25

Optimal consumption policies in illiquid markets

Year:
2011
Language:
english
File:
PDF, 709 KB
english, 2011
28

Orphan Drugs || Designing robust clinical trials for orphan drugs

Year:
2013
Language:
english
File:
PDF, 227 KB
english, 2013
34

Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes

Year:
2006
Language:
english
File:
PDF, 284 KB
english, 2006
37

Hedging under multiple risk constraints

Year:
2017
Language:
english
File:
PDF, 994 KB
english, 2017