海量图书期刊资源,随时随地畅享阅读乐趣
Short selling constraints and stock returns volatility: Empirical evidence from the German stock marketBohl, Martin T.; Reher, Gerrit; Wilfling, Bernd · Economic Modelling · 2016
The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regimeReher, Gerrit; Wilfling, Bernd · International Review of Economics & Finance · 2014
The illusions of dynamic replicationDerman *, Emanuel; Taleb, Nassim Nicholas · Quantitative Finance · 2005
The premium of dynamic tradingChiu, Chun Hung; Zhou, Xun Yu · Quantitative Finance · 2011
Optimal hedging in discrete timeRémillard, Bruno; Rubenthaler, Sylvain · Quantitative Finance · 2013
Hierarchies of Archimedean copulasSavu, Cornelia; Trede, Mark · Quantitative Finance · 2010
Leverage and acquisition performanceHarrison, Jeffrey S.; Hart, Matthew; Oler, Derek K. · Review of Quantitative Finance and Accounting · 2014
Option pricing under regime switchingDuan, Jin-Chuan; Popova, Ivilina; Ritchken, Peter · Quantitative Finance · 2002
Proprietary trading: truth and fictionMuller, P. · Quantitative Finance · 2001
Provably linkable tradingKenyon, Chris; Camenisch, Jan · Quantitative Finance · 2011