Sfoglia per Rivista DECISIONS IN ECONOMICS AND FINANCE
Mostrati risultati da 1 a 11 di 11
A mixed PDE-Monte Carlo approach for pricing credit default index swaptions
2006-01-01 Bally, V; Caramellino, L; Zanette, A
An approximation of caplet implied volatilities in Gaussian models
2006-01-01 Angelini, F; Herzel, S
An equilibrium model of insider trading in continuous time
2009-07-31 Monte, R; Trivellato, B
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
2021-01-01 Figà-Talamanca, G; Focardi, S; Patacca, M
Convex incentives in financial markets: an agent-based analysis
2017-01-01 Fabretti, A; Garling, T; Herzel, S; Holmen, M
Does market attention affect Bitcoin returns and volatility?
2019-01-01 Figà-Talamanca, G; Patacca, M
Explicit formulas for the minimal variance hedging strategy in a martingale case
2010-01-01 Angelini, F; Herzel, S
Managing liquidity with portfolio staleness
2020-01-01 Buccheri, G; Pirino, D; Trapin, L
Market attention and Bitcoin price modeling: theory, estimation and option pricing
2020-01-01 Cretarola, A; Figà-Talamanca, G; Patacca, M
Option pricing with stochastic volatility models
2000-01-01 Herzel, S
Option-based risk management of a bond portfolio under regime switching interest rates
2013-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
| Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
|---|---|---|---|---|
| 1-gen-2006 | A mixed PDE-Monte Carlo approach for pricing credit default index swaptions | Bally, V; Caramellino, L; Zanette, A | Articolo su rivista | |
| 1-gen-2006 | An approximation of caplet implied volatilities in Gaussian models | Angelini, F; Herzel, S | Articolo su rivista | |
| 31-lug-2009 | An equilibrium model of insider trading in continuous time | Monte, R; Trivellato, B | Articolo su rivista | |
| 1-gen-2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages | Figà-Talamanca, G; Focardi, S; Patacca, M | Articolo su rivista | |
| 1-gen-2017 | Convex incentives in financial markets: an agent-based analysis | Fabretti, A; Garling, T; Herzel, S; Holmen, M | Articolo su rivista | |
| 1-gen-2019 | Does market attention affect Bitcoin returns and volatility? | Figà-Talamanca, G; Patacca, M | Articolo su rivista | |
| 1-gen-2010 | Explicit formulas for the minimal variance hedging strategy in a martingale case | Angelini, F; Herzel, S | Articolo su rivista | |
| 1-gen-2020 | Managing liquidity with portfolio staleness | Buccheri, G; Pirino, D; Trapin, L | Articolo su rivista | |
| 1-gen-2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing | Cretarola, A; Figà-Talamanca, G; Patacca, M | Articolo su rivista | |
| 1-gen-2000 | Option pricing with stochastic volatility models | Herzel, S | Articolo su rivista | |
| 1-gen-2013 | Option-based risk management of a bond portfolio under regime switching interest rates | Antonelli, F; Ramponi, A; Scarlatti, S | Articolo su rivista |
Mostrati risultati da 1 a 11 di 11
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