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Volume 11; Issue 3-4
Main
Annals of Finance
Volume 11; Issue 3-4
Annals of Finance
Volume 11; Issue 3-4
1
Optimization of relative arbitrage
Wong, Ting-Kam Leonard
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 563 KB
Your tags:
english, 2015
2
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
,
Shen, Jia
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 301 KB
Your tags:
english, 2015
3
Robustness of equilibrium in the Kyle model of informed speculation
Boulatov, Alex
,
Bernhardt, Dan
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 532 KB
Your tags:
english, 2015
4
Evidence on exercise pricing in CEO option grants in two countries
Canil, Jean M.
,
Rosser, Bruce A.
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 565 KB
Your tags:
english, 2015
5
Financial innovation and risk: the role of information
Piazza, Roberto
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 896 KB
Your tags:
english, 2015
6
Bounds for path-dependent options
Brown, Donald J.
,
Ibragimov, Rustam
,
Walden, Johan
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 531 KB
Your tags:
english, 2015
7
Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander
,
Karatzas, Ioannis
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 868 KB
Your tags:
english, 2015
8
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
,
Escobar, Marcos
,
Zagst, Rudi
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 1.04 MB
Your tags:
english, 2015
9
Arbitrage in markets with bid-ask spreads
Rola, Przemysław
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 606 KB
Your tags:
english, 2015
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