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Volume 5; Issue 4
Main
Quantitative Finance
Volume 5; Issue 4
Quantitative Finance
Volume 5; Issue 4
1
The illusions of dynamic replication
Derman *, Emanuel
,
Taleb, Nassim Nicholas
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 112 KB
Your tags:
english, 2005
2
Static-arbitrage upper bounds for the prices of basket options
Hobson *, David
,
Laurence, Peter
,
Wang, Tai-Ho
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 236 KB
Your tags:
english, 2005
3
Empirical distributions of stock returns: between the stretched exponential and the power law?
Malevergne *, Y.
,
Pisarenko, V.
,
Sornette, D.
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 368 KB
Your tags:
english, 2005
4
Order book approach to price impact
Weber, P.
,
Rosenow *, B.
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 201 KB
Your tags:
english, 2005
5
The immediate price impact of trades on the Australian Stock Exchange
Lim, Marcus
,
Coggins *, Richard
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 334 KB
Your tags:
english, 2005
6
Wavelet Galerkin pricing of American options on Lévy driven assets
Matache *, A.-M.
,
Nitsche, P.-A.
,
Schwab, C.
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 1.81 MB
Your tags:
english, 2005
7
Calendar
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 75 KB
Your tags:
english, 2005
8
Time to wealth goals in capital accumulation
Maclean *, Leonard C.
,
Ziemba, William T.
,
Li, Yuming
Journal:
Quantitative Finance
Year:
2005
Language:
english
File:
PDF, 381 KB
Your tags:
english, 2005
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