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
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
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
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
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
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
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
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
english, 2015
9

Arbitrage in markets with bid-ask spreads

Rola, Przemysław
Journal:
Annals of Finance
Year:
2015
Language:
english
File:
PDF, 606 KB
english, 2015