Sfoglia per Rivista DECISIONS IN ECONOMICS AND FINANCE
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-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 |
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