Volume 5; Issue 1

2

When to Cross the Spread? Trading in Two-Sided Limit Order Books

Year:
2014
Language:
english
File:
PDF, 443 KB
english, 2014
3

Approximation for Option Prices under Uncertain Volatility

Year:
2014
Language:
english
File:
PDF, 326 KB
english, 2014
4

Shortfall Risk Minimization in Discrete Time Financial Market Models

Year:
2014
Language:
english
File:
PDF, 417 KB
english, 2014
5

Discrete Bidding Strategies for a Random Incoming Order

Year:
2014
Language:
english
File:
PDF, 295 KB
english, 2014
6

Quasi--Self-Dual Exponential Lévy Processes

Year:
2014
Language:
english
File:
PDF, 394 KB
english, 2014
9

Dynamic Portfolio Execution and Information Relaxations

Year:
2014
Language:
english
File:
PDF, 544 KB
english, 2014
10

Forward Exponential Performances: Pricing and Optimal Risk Sharing

Year:
2014
Language:
english
File:
PDF, 434 KB
english, 2014
12

Convex Risk Measures for Càdlàg Processes on Orlicz Hearts

Year:
2014
Language:
english
File:
PDF, 291 KB
english, 2014
19

Dynamics of Bankrupt Stocks

Year:
2014
Language:
english
File:
PDF, 728 KB
english, 2014
22

Optimal Order Scheduling for Deterministic Liquidity Patterns

Year:
2014
Language:
english
File:
PDF, 615 KB
english, 2014
24

VWAP Execution and Guaranteed VWAP

Year:
2014
Language:
english
File:
PDF, 297 KB
english, 2014
26

Option Pricing for Stochastic Volatility Models: Vol-of-Vol Expansion

Year:
2014
Language:
english
File:
PDF, 253 KB
english, 2014
27

Trading to Stops

Year:
2014
Language:
english
File:
PDF, 1.31 MB
english, 2014