Search results for "e-Finance"

Hits ?▲	Authors	Title	Venue	Year	Link
14	Christopher D. Allport, John A. Pendley	The impact of website design on the perceived credibility of internet financial reporting.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF
14	Dorina Marghescu, Peter Sarlin, Shuhua Liu	Early-warning analysis for currency crises in emerging markets: A revisit with fuzzy clustering.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF
14	Jonas Poelmans, Paul Elzinga, Stijn Viaene, Guido Dedene	Curbing domestic violence: instantiating C-K theory with formal concept analysis and emergent self-organizing maps.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF
14	Giovanni De Luca, Giorgia Rivieccio, Paola Zuccolotto	Combining random forest and copula functions: A heuristic approach for selecting assets from a financial crisis perspective.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF
14	Daniel E. O'Leary	The impact of manager philosophy on knowledge management systems.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF
14	Kenneth O. Cogger	Nonlinear multiple regression methods: a survey and extensions.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF
14	Peter Grandits, Grigory Temnov	A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Peter Diesinger, Holger Kraft, Frank Thomas Seifried	Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin	Representation of the penalty term of dynamic concave utilities.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Alexander S. Cherny, Raphael Douady, Stanislav Molchanov	On measuring nonlinear risk with scarce observations.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	L. C. G. Rogers, Michael Tehranchi	Can the implied volatility surface move by parallel shifts?	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Delia Coculescu, Hélyette Geman, Monique Jeanblanc	Valuation of default-sensitive claims under imperfect information (Publisher's Erratum).	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Aleksandar Mijatovic	Local time and the pricing of time-dependent barrier options.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Georg Pflug, Nancy Wozabal	Asymptotic distribution of law-invariant risk functionals.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Emmanuel Denis, Yuri Kabanov	Mean square error for the Leland-Lott hedging strategy: convex pay-offs.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Jim Gatheral, Roel C. A. Oomen	Zero-intelligence realized variance estimation.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Peter Carr 0002, Roger Lee	Hedging variance options on continuous semimartingales.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Jean Jacod, Philip Protter	Risk-neutral compatibility with option prices.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Michael Mania, Marina Santacroce	Exponential utility maximization under partial information.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Rüdiger Frey, Wolfgang J. Runggaldier	Pricing credit derivatives under incomplete information: a nonlinear-filtering approach.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Stefan Klößner	A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Umut Çetin, H. Mete Soner, Nizar Touzi	Option hedging for small investors under liquidity costs.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Valdo Durrleman	From implied to spot volatilities.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	David Hobson	Comparison results for stochastic volatility models via coupling.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Angelos Dassios, Shanle Wu	Perturbed Brownian motion and its application to Parisian option pricing.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Fabienne Comte, V. Genon-Catalot, Yves Rozenholc	Nonparametric estimation for a stochastic volatility model.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Nils Reich, Christoph Schwab, Christoph Winter	On Kolmogorov equations for anisotropic multivariate Lévy processes.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Masaaki Fukasawa	Central limit theorem for the realized volatility based on tick time sampling.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Stefan Gerhold, Uwe Schmock, Richard Warnung	A generalization of Panjer's recursion and numerically stable risk aggregation.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Georg Mainik, Ludger Rüschendorf	On optimal portfolio diversification with respect to extreme risks.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
14	Hennie A. M. Daniels, E. A. M. Caron	Automated explanation of financial data.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Chai Quek, Kin Choong Yow 0001, Philip Y. K. Cheng, C. C. Tan	Investment portfolio balancing: application of a generic self-organizing fuzzy neural network (GenSoFNN).	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Rui Jorge Almeida, Uzay Kaymak	Probabilistic fuzzy systems in value-at-risk estimation.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Biliana Alexandrova-Kabadjova	Impact of interchange fees on a nonsaturated multi-agent payment card market.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Stijn Viaene, Steven De Hertogh, Luc Lutin, Annemarie Maandag, Stephan Den Hengst, Reinder Doeleman	Intelligence-led policing at the Amsterdam-Amstelland Police Department: operationalized business intelligence with an enterprise ambition.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Adam Ghandar, Zbigniew Michalewicz, Ralf Zurbruegg	Return performance volatility and adaptation in an automated technical analysis approach to portfolio management.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Daniel E. O'Leary	A comparative analysis of the evolution of a taxonomy for best practices: a case for 'knowledge efficiency'.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Guglielmo Maria Caporale, Antoaneta Serguieva, Hao Wu	Financial contagion: evolutionary optimization of a multinational agent-based model.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Rosangela Ballini, A. R. R. Mendonça, Fernando A. C. Gomide	Evolving fuzzy modelling in risk analysis.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Javier Márquez Diez Canedo, Serafín Martínez-Jaramillo	A network model of systemic risk: stress testing the banking system1.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Chai Quek, Ruowei Zhou, C. H. Lee	A novel fuzzy neural approach to data reconstruction and failure prediction.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Chrysovalantis Gaganis	Classification techniques for the identification of falsified financial statements: a comparative analysis.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Mark T. Leung, An-Sing Chen, Ruben Mancha	Making trading decisions for financial-engineered derivatives: a novel ensemble of neural networks using information content.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Shuliang Li, Jim Zheng Li	A multi-agent-based hybrid framework for international marketing planning under uncertainty.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	Harya Widiputra, Russel Pears, Antoaneta Serguieva, Nikola K. Kasabov	Dynamic interaction networks in modelling and predicting the behaviour of multiple interactive stock markets.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
14	René Carmona 0001, Sergey Nadtochiy	Local volatility dynamic models.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Dimitri De Vallière, Emmanuel Denis, Yuri Kabanov	Hedging of American options under transaction costs.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Nicole Bäuerle, Ulrich Rieder	MDP algorithms for portfolio optimization problems in pure jump markets.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Walter Schachermayer, Mihai Sîrbu, Erik Taflin	In which financial markets do mutual fund theorems hold true?	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Liming Feng, Vadim Linetsky	Computing exponential moments of the discrete maximum of a Lévy process and lookback options.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Michael B. Giles, Desmond J. Higham, Xuerong Mao	Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Ralf Korn, Martin Schweizer	Editorial.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Nicole El Karoui, Ying Jiao	Stein's method and zero bias transformation for CDO tranche pricing.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Rainer Avikainen	On irregular functionals of SDEs and the Euler scheme.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Eric Benhamou, Emmanuel Gobet, Mohammed Miri	Smart expansion and fast calibration for jump diffusions.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Alexander Schied, Torsten Schöneborn	Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Harry Zheng, Lishang Jiang	Basket CDS pricing with interacting intensities.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Oleg Kudryavtsev, Sergei Levendorskii	Fast and accurate pricing of barrier options under Lévy processes.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Kim Christensen, Mark Podolskij, Mathias Vetter	Bias-correcting the realized range-based variance in the presence of market microstructure noise.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Christoph Käbe, Jan H. Maruhn, Ekkehard W. Sachs	Adjoint-based Monte Carlo calibration of financial market models.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Fabio Antonelli, Sergio Scarlatti	Pricing options under stochastic volatility: a power series approach.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Jasper H. M. Anderluh, Johannes A. M. van der Weide	Double-sided Parisian option pricing.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	René Carmona 0001, Jean-Pierre Fouque, Douglas Vestal	Interacting particle systems for the computation of rare credit portfolio losses.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Mariko Ninomiya, Syoiti Ninomiya	A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Norbert Hilber, Nils Reich, Christoph Schwab, Christoph Winter	Numerical methods for Lévy processes.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Marie-Amélie Morlais	Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Philippe Ehlers, Philipp J. Schönbucher	Background filtrations and canonical loss processes for top-down models of portfolio credit risk.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
14	Delia Coculescu, Hélyette Geman, Monique Jeanblanc	Valuation of default-sensitive claims under imperfect information.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Romuald Elie, Nizar Touzi	Optimal lifetime consumption and investment under a drawdown constraint.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev	On the duality principle in option pricing: semimartingale setting.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Saul Jacka, Abdelkarem Berkaoui, Jon Warren	No arbitrage and closure results for trading cones with transaction costs.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Jocelyne Bion-Nadal	Dynamic risk measures: Time consistency and risk measures from BMO martingales.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Damir Filipovic, Stefan Tappe	Existence of Lévy term structure models.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Martin Schweizer, Johannes Wissel	Arbitrage-free market models for option prices: the multi-strike case.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Erik Ekström, Johan Tysk	Convexity theory for the term structure equation.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Dmitry B. Rokhlin	Asymptotic arbitrage and numéraire portfolios in large financial markets.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Paolo Guasoni, Scott Robertson	Optimal importance sampling with explicit formulas in continuous time.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Semyon Malamud	Long run forward rates and long yields of bonds and options in heterogeneous equilibria.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Semyon Malamud	Universal bounds for asset prices in heterogeneous economies.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Damir Filipovic, Gregor Svindland	Optimal capital and risk allocations for law- and cash-invariant convex functions.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Damien Lamberton, Mohammed Adam Mikou	The critical price for the American put in an exponential Lévy model.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Zhengjun Jiang, Martijn Pistorius	On perpetual American put valuation and first-passage in a regime-switching model with jumps.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Tom Fischer	Consumption processes and positively homogeneous projection properties.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Sergei Levendorskii	American and European options in multi-factor jump-diffusion models, near expiry.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Yuri Kabanov	In discrete time a local martingale is a martingale under an equivalent probability measure.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Christian Bender, Christina R. Niethammer	On q-optimal martingale measures in exponential Lévy models.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Christian Bender, Tommi Sottinen, Esko Valkeila	Pricing by hedging and no-arbitrage beyond semimartingales.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Peter J. Seiler, Bart Taub	The dynamics of strategic information flows in stock markets.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Andrea Pascucci	Free boundary and optimal stopping problems for American Asian options.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Martin Keller-Ressel, Thomas Steiner	Yield curve shapes and the asymptotic short rate distribution in affine one-factor models.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Zhiyong Chen, Paul Glasserman	Sensitivity estimates for portfolio credit derivatives using Monte Carlo.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
14	Martijn Kagie, Michiel C. van Wezel	Hedonic price models and indices based on boosting applied to the Dutch housing market.	Intell. Syst. Account. Finance Manag.	2007	DBLP DOI BibTeX RDF
14	Brad S. Trinkle, Amelia A. Baldwin	Interpretable credit model development via artificial neural networks.	Intell. Syst. Account. Finance Manag.	2007	DBLP DOI BibTeX RDF
14	George Albanis, Roy Batchelor	Combining heterogeneous classifiers for stock selection.	Intell. Syst. Account. Finance Manag.	2007	DBLP DOI BibTeX RDF
14	José R. Aragonés, Carlos Blanco 0003, Pablo García Estévez	Neural network volatility forecasts.	Intell. Syst. Account. Finance Manag.	2007	DBLP DOI BibTeX RDF
14	Dietmar Maringer, Olufemi Oyewumi	Index tracking with constrained portfolios.	Intell. Syst. Account. Finance Manag.	2007	DBLP DOI BibTeX RDF
14	Bethany Hoogs, Thomas Kiehl, Christina LaComb, Deniz Senturk	A genetic algorithm approach to detecting temporal patterns indicative of financial statement fraud.	Intell. Syst. Account. Finance Manag.	2007	DBLP DOI BibTeX RDF
14	Daniel E. O'Leary	Knowledge representation of rules: a note.	Intell. Syst. Account. Finance Manag.	2007	DBLP DOI BibTeX RDF
14	Chrysovalantis Gaganis, Fotios Pasiouras, Charalambos Spathis, Constantin Zopounidis	A comparison of nearest neighbours, discriminant and logit models for auditing decisions.	Intell. Syst. Account. Finance Manag.	2007	DBLP DOI BibTeX RDF
14	Arnaud Gloter	Efficient estimation of drift parameters in stochastic volatility models.	Finance Stochastics	2007	DBLP DOI BibTeX RDF