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OALib Journal期刊
ISSN: 2333-9721
费用：99美元
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Quantitative Finance
ISSN Print:
ISSN Online:
主页:
http://arxiv.org/archive/q-fin
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Fast Convergence of Regress-Later Estimates in Least Squares Monte Carlo
Eric Beutner
,
Janina Schweizer
,
Antoon Pelsser
Modeling record-breaking stock prices
Gregor Wergen
Predicting financial markets with Google Trends and not so random keywords
Damien Challet
,
Ahmed Bel Hadj Ayed
A new financial metric for the art market
Ventura Charlin
,
Arturo Cifuentes
Learning curve for collective behavior of zero-intelligence agents in successive job-hunting processes with a diversity of Jaynes-Shannon's MaxEnt principle
He Chen
,
Jun-ichi Inoue
Tipping points in macroeconomic Agent-Based models
Stanislao Gualdi
,
Marco Tarzia
,
Francesco Zamponi
,
Jean-Philippe Bouchaud
Tick Size Reduction and Price Clustering in a FX Order Book
Mehdi Lallouache
,
Frédéric Abergel
Explaining Cost Overruns of Large-Scale Transportation Infrastructure Projects using a Signalling Game
Chantal C. Cantarelli
,
Caspar G. Chorus
,
Scott W. Cunningham
Different Cost Performance: Different Determinants? The Case of Cost Overruns in Dutch Transportation Infrastructure Projects
Chantal C. Cantarelli
,
Bert van Wee
,
Eric J. E. Molin
,
Bent Flyvbjerg
Characteristics of Cost Overruns for Dutch Transport Infrastructure Projects and the Importance of the Decision to Build and Project Phases
Chantal C. Cantarelli
,
Eric J. E. Molin
,
Bert van Wee
,
Bent Flyvbjerg
Measuring risk with multiple eligible assets
Walter Farkas
,
Pablo Koch-Medina
,
Cosimo Munari
Optimal Payoffs under State-dependent Preferences
Carole Bernard
,
Franck Moraux
,
Ludger Rueschendorf
,
Steven Vanduffel
Optimal investment for all time horizons and Martin boundary of space-time diffusions
Sergey Nadtochiy
,
Michael Tehranchi
Network versus portfolio structure in financial systems
Teruyoshi Kobayashi
Markets Evolution After the Credit Crunch
Marco Bianchetti
,
Mattia Carlicchi
A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection
Audrone Virbickaite
,
M. Concepción Ausín
,
Pedro Galeano
DVA for Assets
Chris Kenyon
,
Richard David Kenyon
Option pricing with market impact and non-linear Black and Scholes pde's
Gregoire Loeper
Generalised central limit theorems for growth rate distribution of complex systems
Misako Takayasu
,
Hayafumi Watanabe
,
Hideki Takayasu
Portfolio Management Approach in Trade Credit Decision Making
Grzegorz Michalski
Measuring Model Risk
Thomas Breuer
,
Imre Csiszar
Cross-Ownership as a Structural Explanation for Over- and Underestimation of Default Probability
Sabine Karl
,
Tom Fischer
The Foster-Hart Measure of Riskiness for General Gambles
Frank Riedel
,
Tobias Hellmann
Homogeneously Saturated Model for Development in Time of the Price of an Asset
Daniel T. Cassidy
Gambling in contests with regret
Han Feng
,
David Hobson
DebtRank-transparency: Controlling systemic risk in financial networks
Stefan Thurner
,
Sebastian Poledna
Leverage-induced systemic risk under Basle II and other credit risk policies
Sebastian Poledna
,
Stefan Thurner
,
J. Doyne Farmer
,
John Geanakoplos
On dynamic spectral risk measures and a limit theorem
Dilip Madan
,
Martijn Pistorius
,
Mitja Stadje
A simple time-consistent model for the forward density process
Henrik Hult
,
Filip Lindskog
,
Johan Nykvist
Ambiguous volatility and asset pricing in continuous time
Larry G. Epstein
,
Shaolin Ji
Diversity and no arbitrage
Attila Herczegh
,
Vilmos Prokaj
,
Miklós Rásonyi
Planning Optimal From the Firm Value Creation Perspective Levels of Operating Cash Investments
Grzegorz Michalski
Multivariate risk measures: a constructive approach based on selections
Ignacio Cascos
,
Ilya Molchanov
Ab initio analysis of all income society classes in the European Union
Maciej Jagielski
,
Ryszard Kutner
On Reduced Form Intensity-based Model with Trigger Events
Jia-Wen Gu
,
Wai-Ki Ching
,
Tak-Kuen Siu
,
Harry Zheng
USLV: Unspanned Stochastic Local Volatility Model
Igor Halperin
,
Andrey Itkin
Swing options in commodity markets: A multidimensional Lévy diffusion model
Marcus Eriksson
,
Jukka Lempa
,
Trygve Kastberg Nilssen
Asymptotic arbitrage in the Heston model
Fatma Haba
,
Antoine Jacquier
Efficient Markets, Behavioral Finance and a Statistical Evidence of the Validity of Technical Analysis
Marco Antonio Penteado
The Heston Riemannian distance function
Archil Gulisashvili
,
Peter Laurence
Parameter estimation for a subcritical affine two factor model
Matyas Barczy
,
Leif Doering
,
Zenghu Li
,
Gyula Pap
Reinterpretation of Sieczka-Ho？yst financial market model
Mateusz Denys
,
Tomasz Gubiec
,
Ryszard Kutner
An Explicit Martingale Version of Brenier's Theorem
Pierre Henry-Labordere
,
Nizar Touzi
An analytic multi-currency model with stochastic volatility and stochastic interest rates
Alessandro Gnoatto
,
Martino Grasselli
Mathematical Formulation of an Optimal Execution Problem with Uncertain Market Impact
Kensuke Ishitani
,
Takashi Kato
On the relation between forecast precision and trading profitability of financial analysts
Carlo Marinelli
,
Alex Weissensteiner
Trust in foreseeing neighbours - a novel threshold model of financial market
Jan A. Lipski
,
Ryszard Kutner
Stock Price Fluctuations in an Agent-Based Model with Market Liquidity
Takashi Kato
Pricing Corporate Defaultable Bond using Declared Firm Value
Hyong-Chol O
,
Jong-Jun Jo
,
Chol-Ho Kim
The Pricing of Multiple-Expiry Exotics
Hyong-Chol O
,
Mun-Chol KiM
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