2

Optimal investment in the foreign exchange market with proportional transaction costs

Veraart, Luitgard A. M.
Journal:
Quantitative Finance
Year:
2011
Language:
english
File:
PDF, 307 KB
english, 2011
3

Optimal Market Making in the Foreign Exchange Market

Veraart, Luitgard A. M.
Journal:
Applied Mathematical Finance
Year:
2010
Language:
english
File:
PDF, 228 KB
english, 2010
4

A Bayesian Methodology for Systemic Risk Assessment in Financial Networks

Gandy, Axel, Veraart, Luitgard A. M.
Journal:
Management Science
Year:
2016
Language:
english
File:
PDF, 617 KB
english, 2016
6

THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS

Axel Gandy, Luitgard A. M. Veraart
Journal:
Mathematical Finance
Year:
2012
Language:
english
File:
PDF, 849 KB
english, 2012
7

Stochastic volatility and stochastic leverage

Almut E. D. Veraart, Luitgard A. M. Veraart
Journal:
Annals of Finance
Year:
2012
Language:
english
File:
PDF, 659 KB
english, 2012
9

A Bayesian Methodology for Systemic Risk Assessment in Financial Networks

Gandy, Axel, Veraart, Luitgard A. M.
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 578 KB
english, 2015
10

Failure and Rescue in an Interbank Network

Rogers, L. C. G., Veraart, Luitgard A. M.
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 671 KB
english, 2011
12

Stochastic Volatility and Stochastic Leverage

Veraart, Almut, Veraart, Luitgard A. M.
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 455 KB
english, 2009
13

Adjustable Network Reconstruction with Applications to CDS Exposures

Gandy, Axel, Veraart, Luitgard A. M.
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 966 KB
english, 2017
14

Distress and Default Contagion in Financial Networks

Veraart, Luitgard A. M.
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 432 KB
english, 2017