Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
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 |
|