Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
14 | Bungo Miyazaki, Kiyoshi Izumi, Fujio Toriumi, Ryo Takahashi |
Change Detection of Orders in Stock Markets using a Gaussian Mixture Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 21(3), pp. 169-191, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Steve Phelps, Wing Lon Ng |
A Simulation Analysis of Herding and Unifractal Scaling Behaviour. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 21(1), pp. 39-58, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Mark Tucker, J. Mark Bull |
An efficient algorithm for the calculation of reserves for non-unit linked life policies. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(3-4), pp. 143-161, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Bryant Chen, William W. Y. Hsu, Jan-Ming Ho, Ming-Yang Kao |
Linear-time accurate lattice algorithms for tail conditional expectation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(1-2), pp. 87-140, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Daniel Mantilla-García |
Dynamic allocation strategies for absolute and relative loss control. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(3-4), pp. 209-231, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Thomas A. Rhee |
The relationship between return fractality and bipower variation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(3-4), pp. 163-171, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Lior Zatlavi, Dror Y. Kenett, Eshel Ben-Jacob |
The design and performance of the adaptive stock market index. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(3-4), pp. 189-207, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | |
A Minute with Kenneth J. Arrow. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(1-2), pp. 1-2, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Neil J. Calkin, Marcos López de Prado |
The topology of macro financial flows: An application of stochastic flow diagrams. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(1-2), pp. 43-85, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Andrey Itkin |
Splitting and matrix exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(3-4), pp. 233-250, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | David M. Rothschild, David M. Pennock |
The extent of price misalignment in prediction markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(1-2), pp. 3-20, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Laurence Irlicht |
Fast recursive portfolio optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(3-4), pp. 173-188, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Neil J. Calkin, Marcos López de Prado |
Stochastic flow diagrams. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 3(1-2), pp. 21-42, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Stefan Tappe, Stefan Weber 0005 |
Stochastic mortality models: an infinite-dimensional approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(1), pp. 209-248, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing |
Abstract, classic, and explicit turnpikes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(1), pp. 75-114, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Peter Carr 0002, Travis Fisher, Johannes Ruf |
On the hedging of options on exploding exchange rates. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(1), pp. 115-144, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Walter Farkas, Pablo Koch-Medina, Cosimo Munari |
Beyond cash-additive risk measures: when changing the numéraire fails. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(1), pp. 145-173, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Teemu Pennanen |
Optimal investment and contingent claim valuation in illiquid markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(4), pp. 733-754, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Koichiro Takaoka, Martin Schweizer |
A note on the condition of no unbounded profit with bounded risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(2), pp. 393-405, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Jakob Söhl |
Confidence sets in nonparametric calibration of exponential Lévy models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(3), pp. 617-649, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Emmanuel Gobet |
A correction note to "Discrete time hedging errors for options with irregular payoffs". ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(2), pp. 483-485, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Curdin Ott |
Bottleneck options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(4), pp. 845-872, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Tomas Björk, Agatha Murgoci |
A theory of Markovian time-inconsistent stochastic control in discrete time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(3), pp. 545-592, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Maxim Bichuch |
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(3), pp. 651-694, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Vicky Henderson, Gechun Liang |
Pseudo linear pricing rule for utility indifference valuation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(3), pp. 593-615, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Volker Krätschmer, Alexander Schied, Henryk Zähle |
Comparative and qualitative robustness for law-invariant risk measures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(2), pp. 271-295, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Winslow Strong |
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(3), pp. 487-514, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Takashi Kato |
An optimal execution problem with market impact. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(3), pp. 695-732, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Claudio Fontana, Monique Jeanblanc, Shiqi Song |
On arbitrages arising with honest times. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(3), pp. 515-543, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Francesca Biagini, Hans Föllmer, Sorin Nedelcu |
Shifting martingale measures and the birth of a bubble as a submartingale. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(2), pp. 297-326, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Jörn Sass, Martin Smaga |
FTAP in finite discrete time with transaction costs by utility maximization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(4), pp. 805-823, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe |
Asymptotic arbitrage with small transaction costs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(4), pp. 917-939, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Kun Gao, Roger Lee |
Asymptotics of implied volatility to arbitrary order. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(2), pp. 349-392, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Henri Pagès, Dylan Possamaï |
A mathematical treatment of bank monitoring incentives. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(1), pp. 39-73, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Claudia Ravanelli, Gregor Svindland |
Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(1), pp. 249-269, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Maxim Bichuch, Stephan Sturm |
Portfolio optimization under convex incentive schemes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(4), pp. 873-915, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Daniel Hackmann, Alexey Kuznetsov 0001 |
Asian options and meromorphic Lévy processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(4), pp. 825-844, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Marcel Nutz |
Superreplication under model uncertainty in discrete time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(4), pp. 791-803, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Masaaki Fukasawa |
Efficient discretization of stochastic integrals. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(1), pp. 175-208, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Yan Dolinsky, H. Mete Soner |
Robust hedging with proportional transaction costs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(2), pp. 327-347, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Agostino Capponi, Stefano Pagliarani, Tiziano Vargiolu |
Pricing vulnerable claims in a Lévy-driven model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(4), pp. 755-789, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Lijun Bo, Agostino Capponi |
Bilateral credit valuation adjustment for large credit derivatives portfolios. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(2), pp. 431-482, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Fred Espen Benth, Jukka Lempa |
Optimal portfolios in commodity futures markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(2), pp. 407-430, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe, Walter Schachermayer |
Transaction costs, trading volume, and the liquidity premium. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 18(1), pp. 1-37, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
14 | Camillia Zedan, Antonella Ianni, Seth Bullock |
Competition and Cascades in Markets: an Agent-Based Model of endogenous Mergers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(1), pp. 39-51, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Saban Çelik |
Micro Credit Risk Metrics: a Comprehensive Review. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(4), pp. 233-272, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Shuhua Liu, Benoît Favre |
Understand the Global Economic Crisis: a Text Summarization Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(2), pp. 89-110, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Ding-Wen Tan, William Yeoh 0002, Yee Ling Boo, Soung-Yue Liew |
The Impact of Feature Selection: a Data-Mining Application in Direct Marketing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(1), pp. 23-38, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Hui Li 0001, Jun-Ling Yu, Qing Zhou, Jianhu Cai |
Forecasting Firm Risk in the Emerging Market of China with Sequential Optimization of Influence Factors on Performance of Case-Based Reasoning: an Empirical Study with Imbalanced samples. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(3), pp. 141-161, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Daniel E. O'Leary |
'Big Data', the 'Internet of Things' and the 'Internet of Signs'. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(1), pp. 53-65, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Vicky Arnold, Philip A. Collier, Stewart A. Leech, Steve G. Sutton, Andrew Vincent |
Incase: simulating Experience to Accelerate Expertise Development by Knowledge Workers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(1), pp. 1-21, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Iacopo Giampaoli, Wing Lon Ng, Nick Constantinou |
Periodicities of Foreign Exchange Markets and the Directional Change Power Law. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(3), pp. 189-206, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Alexander Boer, Tom M. van Engers |
Legal Knowledge and Agility in Public Administration. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(2), pp. 67-88, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Pantelis Longinidis, Panagiotis Symeonidis |
Corporate dividend Policy Determinants: Intelligent versus a Traditional Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(2), pp. 111-139, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Sovan Mitra |
Scenario Generation for Operational Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(3), pp. 163-187, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Christian L. Dunis, Jason Laws, Peter W. Middleton, Andreas S. Karathanasopoulos |
Nonlinear Forecasting of the Gold Miner spread: an Application of Correlation filters. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 20(4), pp. 207-231, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Kesheng Wu, E. Wes Bethel, Ming Gu, David Leinweber, Oliver Rübel |
A big data approach to analyzing market volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(3-4), pp. 241-267, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | I. Róbert Sipos, János Levendovszky |
Optimizing sparse mean reverting portfolios. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(2), pp. 127-139, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Slava Mazur |
Modeling market impact and timing risk in volume time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(2), pp. 113-126, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Andrei Kirilenko, Richard B. Sowers, Xiangqian Meng |
A multiscale model of high-frequency trading. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(1), pp. 59-98, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Norbert Fogarasi, János Levendovszky |
Sparse, mean reverting portfolio selection using simulated annealing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(3-4), pp. 197-211, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | |
A minute with Marcos Lopez de Prado. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(3-4), pp. 167-168, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Leonidas Sandoval Junior |
Cluster formation and evolution in networks of financial market indices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(1), pp. 3-43, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Shawn Mankad, George Michailidis, Andrei Kirilenko |
Discovering the ecosystem of an electronic financial market with a dynamic machine-learning method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(2), pp. 151-165, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Michael Rechenthin, W. Nick Street, Padmini Srinivasan |
Stock chatter: Using stock sentiment to predict price direction. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(3-4), pp. 169-196, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Oren J. Tapiero |
The relationship between risk and incomplete states uncertainty: a tsallis entropy perspective. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(2), pp. 141-150, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | |
A Minute with Giovanni Barone-Adesi. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(2), 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | David Bicchetti, Nicolas Maystre |
The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(3-4), pp. 233-239, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | |
A Minute with Andrei Kirilenko. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(1), pp. 1-2, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | David H. Bailey, Marcos López de Prado, Eva del Pozo |
The strategy approval decision: A Sharpe ratio indifference curve approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(1), pp. 99-109, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Ramón Huerta, Fernando J. Corbacho, Charles Elkan |
Nonlinear support vector machines can systematically identify stocks with high and low future returns. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(1), pp. 45-58, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Shilei Wang |
Dynamical trading mechanisms in limit order markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 2(3-4), pp. 213-231, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Jocelyne Bion-Nadal, Giulia Di Nunno |
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(3), pp. 587-613, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Carole Bernard, Zhenyu Cui, Martin Forde, Antoine Jacquier, Don McLeish, Aleksandar Mijatovic |
Correction note for 'The large-maturity smile for the Heston model'. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(1), pp. 223-224, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Christoph Czichowsky |
Time-consistent mean-variance portfolio selection in discrete and continuous time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(2), pp. 227-271, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Liao Wang, Johannes Wissel |
Mean-variance hedging with oil futures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(4), pp. 641-683, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Mathias Beiglböck, Pierre Henry-Labordère, Friedrich Penkner |
Model-independent bounds for option prices - a mass transport approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(3), pp. 477-501, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Denis Belomestny, John Schoenmakers, Fabian Dickmann |
Multilevel dual approach for pricing American style derivatives. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(4), pp. 717-742, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Belkacem Berdjane, Serguei Pergamenshchikov |
Optimal consumption and investment for markets with random coefficients. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(2), pp. 419-446, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Vladimir Cherny, Jan Oblój |
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(4), pp. 771-800, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Roman Muraviev |
Market selection with learning and catching up with the Joneses. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(2), pp. 273-304, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Xi Chen, Robert V. Kohn |
Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(1), pp. 225-226, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | John A. D. Appleby, Markus Riedle, Catherine Swords |
Bubbles and crashes in a Black-Scholes model with delay. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(1), pp. 1-30, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Stefan Gerhold, Johannes Muhle-Karbe, Walter Schachermayer |
The dual optimizer for the growth-optimal portfolio under transaction costs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(2), pp. 325-354, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Martin Keller-Ressel, Johannes Muhle-Karbe |
Asymptotic and exact pricing of options on variance. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(1), pp. 107-133, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Christopher Lorenz, Alexander Schied |
Drift dependence of optimal trade execution strategies under transient price impact. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(4), pp. 743-770, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Ashkan Nikeghbali, Eckhard Platen |
A reading guide for last passage times with financial applications in view. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(3), pp. 615-640, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Tim Leung, Qingshuo Song, Jie Yang |
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(4), pp. 839-870, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Robert Jarrow, Younes Kchia, Martin Larsson, Philip Protter |
Discretely sampled variance and volatility swaps versus their continuous approximations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(2), pp. 305-324, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Revaz Tevzadze, Teimuraz Toronjadze, Tamaz Uzunashvili |
Robust utility maximization for a diffusion market model with misspecified coefficients. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(3), pp. 535-563, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Peter Carr 0002, Roger Lee |
Variation and share-weighted variation swaps on time-changed Lévy processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(4), pp. 685-716, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Ruodu Wang, Liang Peng, Jingping Yang |
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(2), pp. 395-417, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Ralf Korn, Stefanie Müller 0004 |
The optimal-drift model: an accelerated binomial scheme. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(1), pp. 135-160, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Bruno Bouchard 0002, Ngoc-Minh Dang |
Generalized stochastic target problems for pricing and partial hedging under loss constraints - application in optimal book liquidation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(1), pp. 31-72, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Luciano Campi, Umut Çetin, Albina Danilova |
Equilibrium model with default and dynamic insider information. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(3), pp. 565-585, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Damien Lamberton, Mohammed Adam Mikou |
Exercise boundary of the American put near maturity in an exponential Lévy model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(2), pp. 355-394, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Dmitry B. Rokhlin |
On the game interpretation of a shadow price process in utility maximization problems under transaction costs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(4), pp. 819-838, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Daniel Z. Zanger |
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(3), pp. 503-534, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Giuseppe Benedetti, Luciano Campi, Jan Kallsen, Johannes Muhle-Karbe |
On the existence of shadow prices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(4), pp. 801-818, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
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14 | Martin Hunting, Jostein Paulsen |
Optimal dividend policies with transaction costs for a class of jump-diffusion processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 17(1), pp. 73-106, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
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