Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
14 | Yan Dolinsky, Halil Mete Soner |
Duality and convergence for binomial markets with friction. |
Finance Stochastics |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Ragnar Norberg |
Optimal hedging of demographic risk in life insurance. |
Finance Stochastics |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Holger Kraft, Frank Thomas Seifried, Mogens Steffensen |
Consumption-portfolio optimization with recursive utility in incomplete markets. |
Finance Stochastics |
2013 |
DBLP DOI BibTeX RDF |
|
14 | Maurice Peat, Stewart Jones |
Using Neural Nets to Combine Information Sets in Corporate bankruptcy Prediction. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Peter Sarlin, Zhiyuan Yao, Tomas Eklund |
A Framework for State Transitions on the Self-Organizing Map: some Temporal Financial Applications. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Taufiq Choudhry, Frank McGroarty, Ke Peng, Shiyun Wang |
High-Frequency Exchange-Rate Prediction with an Artificial Neural Network. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Jie Sun |
Integration of Random Sample Selection, Support Vector Machines and Ensembles for Financial Risk Forecasting with an Empirical Analysis on the Necessity of Feature Selection. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Robert G. Biscontri |
A Radial Basis Function Approach to Earnings Forecast. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Sunita Goel, Jagdish Gangolly |
Beyond the numbers: Mining the Annual Reports for Hidden cues Indicative of Financial Statement Fraud. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | G. A. Vijayalakshmi Pai, Thierry Michel |
Integrated Metaheuristic Optimization of 130-30 Investment-Strategy-Based Long-Short Portfolios. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Ismael Arciniegas Rueda |
Empirical Analysis of Speculative Attacks with Contractionary Real Effects. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Malcolm J. Beynon, Margaret Heffernan, Aoife M. McDermott |
Psychological Contracts and Job Satisfaction: Clustering Analysis using Evidential C-Means and Comparison with Other Techniques. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Hussein A. Abdou, Andzelika Kuzmic, John Pointon, Roger J. Lister |
Determinants of Capital Structure in the UK Retail Industry: a Comparison of Multiple Regression and generalized Regression Neural Network. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Ross M. Miller |
The Effect of boundary conditions on Efficiency and Pricing in Double-Auction Markets with Zero-Intelligence Agents. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Roberto Savona, Marika Vezzoli |
Multidimensional Distance-to-Collapse Point and Sovereign Default Prediction. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Fei Chen, Charles Sutcliffe |
Pricing and hedging Short Sterling Options Using Neural Networks. |
Intell. Syst. Account. Finance Manag. |
2012 |
DBLP DOI BibTeX RDF |
|
14 | S. Kaji, Shinichi Kotani |
Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Peter Carr 0002, Roger Lee, Liuren Wu |
Variance swaps on time-changed Lévy processes. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Vladimir Vovk |
Continuous-time trading and the emergence of probability. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Ludger Rüschendorf |
Worst case portfolio vectors and diversification effects. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali |
Default times, no-arbitrage conditions and changes of probability measures. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Beatrice Acciaio, Hans Föllmer, Irina Penner |
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Constantinos Kardaras |
Market viability via absence of arbitrage of the first kind. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Stefan Ankirchner, Gregor Heyne |
Cross hedging with stochastic correlation. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Jun Sekine |
Long-term optimal portfolios with floor. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Emmanuel Denis, Yuri Kabanov |
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Lihua Bai, Martin Hunting, Jostein Paulsen |
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Julien Grépat, Yuri Kabanov |
Small transaction costs, absence of arbitrage and consistent price systems. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Kasper Larsen, Hang Yu |
Horizon dependence of utility optimizers in incomplete models. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Rüdiger Frey, Thorsten Schmidt |
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi |
The fundamental theorem of asset pricing under transaction costs. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Cassio Neri, Lorenz Schneider |
Maximum entropy distributions inferred from option portfolios on an asset. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Aleksandar Mijatovic, Mikhail Urusov |
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | René Carmona 0001, Sergey Nadtochiy |
Tangent Lévy market models. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Michal Barski, Jerzy Zabczyk |
Forward rate models with linear volatilities. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Jérôme Detemple, Weidong Tian, Jie Xiong 0004 |
An optimal stopping problem with a reward constraint. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | David Hobson, Martin Klimmek |
Model-independent hedging strategies for variance swaps. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Erhan Bayraktar, Constantinos Kardaras, Hao Xing |
Strict local martingale deflators and valuing American call-type options. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Zhengjun Jiang, Martijn Pistorius |
Optimal dividend distribution under Markov regime switching. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Elisa Alòs |
A decomposition formula for option prices in the Heston model and applications to option pricing approximation. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Jan-Henrik Steg |
Irreversible investment in oligopoly. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Gordan Zitkovic |
An example of a stochastic equilibrium with incomplete markets. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Lars Peter Hansen, José A. Scheinkman |
Pricing growth-rate risk. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | John Schoenmakers |
A pure martingale dual for multiple stopping. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Cristina Costantini, Marco Papi, Fernanda D'Ippoliti |
Singular risk-neutral valuation equations. |
Finance Stochastics |
2012 |
DBLP DOI BibTeX RDF |
|
14 | Daniel E. O'Leary |
Building and Evolving Data Warehousing and Business Intelligence artefacts: the Case of Sysco. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Jeff Schott, Jugal Kalita |
Neuro-fuzzy time-series analysis of large-volume data. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Xinyang Li, Andreas Krause 0002 |
An evolutionary multi-objective optimization of trading rules in call markets. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Peter Sarlin, Dorina Marghescu |
Neuro-Genetic Predictions of Currency crises. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Parag C. Pendharkar |
Probabilistic Approaches for Credit Screening and bankruptcy Prediction. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Peter Sarlin, Dorina Marghescu |
Visual predictions of currency crises using self-organizing maps. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Öykü Isik, Mary C. Jones, Anna Sidorova |
Business Intelligence (Bi) Success and the Role of Bi Capabilities. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Ali Asgary, Ali Sadeghi-Naini |
Modelling the Adaptation of Business Continuity Planning by Businesses Using Neural Networks. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Hussein A. Abdou, John Pointon |
Credit Scoring, Statistical Techniques and Evaluation Criteria: A Review of the Literature. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Fedya Telmoudi, Mohamed El Ghourabi, Mohamed Limam |
RST-GCBR-Clustering-Based RGA-SVM Model for Corporate Failure Prediction. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Daniel E. O'Leary |
The Use of Social Media in the Supply Chain: Survey and Extensions. |
Intell. Syst. Account. Finance Manag. |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Todd J. Feldman |
Behavioral biases and investor performance. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Carlos Pedro Gonçalves |
Financial Turbulence, Business Cycles and Intrinsic Time in an Artificial Economy. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | |
A Minute with Emanuel Derman. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Marco Avellaneda, Josh Reed, Sasha Stoikov |
Forecasting prices from level-I quotes in the presence of hidden liquidity. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Stephen Huffman, Cliff R. Moll |
The Impact of Asymmetry on Expected Stock Returns: An Investigation of Alternative Risk Measures. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Sebastían Martínez Bustos, Jørgen Vitting Andersen, Michel Miniconi, Andrzej Nowak, Magdalena Roszczynska-Kurasinska, David S. Brée |
Pricing stocks with yardsticks and sentiments. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | |
A Minute with David Leinweber. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | James E. Schmitz |
Algorithmic trading in the Iowa electronic markets. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Evangelos Georgiadis |
Binomial options pricing has no closed-form solution. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Philip Maymin |
Markets are efficient if and only if P = NP. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Timm Oliver Sprenger, Isabell M. Welpe |
Tweets and peers: defining industry groups and strategic peers based on investor perceptions of stocks on Twitter. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Abraham Othman, Tuomas Sandholm |
Inventory-based versus Prior-based Options Trading Agents. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Mark S. Joshi, Chao Yang |
Efficient greek estimation in generic swap-rate market models. |
Algorithmic Finance |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Marc Oliver Rieger |
Co-monotonicity of optimal investments and the design of structured financial products. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Henrik Hult, Filip Lindskog |
Ruin probabilities under general investments and heavy-tailed claims. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Nicholas Westray, Harry Zheng |
Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Stefan Kassberger, Thomas Liebmann |
Minimal q-entropy martingale measures for exponential time-changed Lévy processes. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Yuh-Dauh Lyuu, Huei-Wen Teng |
Unbiased and efficient Greeks of financial options. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Rafael Mendoza-Arriaga, Vadim Linetsky |
Pricing equity default swaps under the jump-to-default extended CEV model. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Martin Forde, Antoine Jacquier, Aleksandar Mijatovic |
A note on essential smoothness in the Heston model. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Xi Chen, Robert V. Kohn |
Asset price bubbles from heterogeneous beliefs about mean reversion rates. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Ying Jiao, Huyên Pham |
Optimal investment with counterparty risk: a default-density model approach. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Frank Riedel, Xia Su |
On irreversible investment. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Kasper Larsen |
A note on the existence of the power investor's optimizer. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Alexandre F. Roch |
Liquidity risk, price impacts and the replication problem. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Denis Belomestny |
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Stefan Kindermann 0001, Philipp A. Mayer |
On the calibration of local jump-diffusion asset price models. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Alexander M. G. Cox, Jan Oblój |
Robust pricing and hedging of double no-touch options. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski |
Hedging of a credit default swaption in the CIR default intensity model. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Gilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf |
On a class of law invariant convex risk measures. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov |
Optimal consumption policies in illiquid markets. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Leif Andersen |
Option pricing with quadratic volatility: a revisit. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Erhan Bayraktar, Virginia R. Young |
Proving regularity of the minimal probability of ruin via a game of stopping and control. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Teemu Pennanen |
Arbitrage and deflators in illiquid markets. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Masaaki Fukasawa |
Asymptotic analysis for stochastic volatility: martingale expansion. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Martin Forde, Antoine Jacquier |
The large-maturity smile for the Heston model. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Christian Bender |
Dual pricing of multi-exercise options under volume constraints. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Paul Glasserman, Kyoung-Kuk Kim |
Gamma expansion of the Heston stochastic volatility model. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Marina Di Giacinto, Salvatore Federico, Fausto Gozzi |
Pension funds with a minimum guarantee: a stochastic control approach. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Luciano Campi, Mark P. Owen |
Multivariate utility maximization with proportional transaction costs. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Sabrina Mulinacci |
The efficient hedging problem for American options. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Salvatore Federico |
A stochastic control problem with delay arising in a pension fund model. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
14 | Efstathios Kirkos, Charalambos Spathis, Yannis Manolopoulos |
Audit-firm group appointment: an artificial intelligence approach. |
Intell. Syst. Account. Finance Manag. |
2010 |
DBLP DOI BibTeX RDF |
|
14 | N. C. Suganya, G. A. Vijayalakshmi Pai |
Pareto-archived evolutionary wavelet network for financial constrained portfolio optimization. |
Intell. Syst. Account. Finance Manag. |
2010 |
DBLP DOI BibTeX RDF |
|