Volume 10; Issue 3

2

Jump-diffusion international asset allocation

Year:
2016
Language:
english
File:
PDF, 573 KB
english, 2016
3

Radner equilibrium in incomplete Lévy models

Year:
2016
Language:
english
File:
PDF, 581 KB
english, 2016
4

The geometry of relative arbitrage

Year:
2016
Language:
english
File:
PDF, 969 KB
english, 2016
5

Incorporating order-flow into optimal execution

Year:
2016
Language:
english
File:
PDF, 950 KB
english, 2016