Inhomogeneous Long-Range Percolation for Real-Life Network Modeling
M. Wüthrich, P. Deprez, R.S. Hazra
Academic Publications
1. Jan. 2015
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German and Swiss Banks
H. Hau, M. Efing, P. Kampkötter, and J. Steinbrecher
Academic Publications
1. Jan. 2015
Improving Investment Decisions with Simulated Experience
T. Hens, M. Bradbury and S. Zeisberger
Academic Publications
1. Jan. 2015
Homogenization and Asymptotics for Small Transaction Costs: The Multi-dimensional Case
H. Soner, D. Possamaï and N. Touzi
Academic Publications
1. Jan. 2015
Fund Tournaments and Asset Bubbles
Y. Sato
Academic Publications
1. Jan. 2015
From Ruin Theory to Solvency in Non-Life Insurance
M. Wüthrich
Academic Publications
1. Jan. 2015
Fourier Transform methods for Pathwise Covariance Estimation in the Presence of Jumps
J. Teichmann, C. Cuchiero
Academic Publications
1. Jan. 2015
Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology
D. Sornette, P. Cauwels, L. Fiévet, Z. Forro
Academic Publications
1. Jan. 2015
Financing Investment: The Choice Between Public and Private Debt
E. Morellec, P. Valta, A. Zhdanov
Academic Publications
1. Jan. 2015
Financial Knudsen Number: Breakdown of Continuous Price Dynamics and Asymmetric Buy and Sell Structures Confirmed by High Precision Order Book Information
D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
Academic Publications
1. Jan. 2015
Financial Bubbles: Mechanisms and Diagnostics
D. Sornette, P. Cauwels
Academic Publications
1. Jan. 2015
Facelifting in Utility Maximization
H. Soner, K. Larsen and G. Zitkovic
Academic Publications
1. Jan. 2015
Exotic One-Parameter Semigroups of Endomorphisms of a Symmetric Cone
J. Teichmann, B. Kuzma, M. Omladic, K. Sivic
Academic Publications
1. Jan. 2015
Endogenous Trading in Credit Default Swaps
M. Chesney, D. Coculescu and S. Gokay
Academic Publications
1. Jan. 2015