A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector
S. Ongena, S. Jakovljevic, H. Degryse
Academic Publications
1. Jan. 2015
A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility, in Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series
J. Teichmann, M. Keller-Ressel, eds. P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, J. Teichmann
Academic Publications
1. Jan. 2015
A Polynomial Optimization Approach to Principal-Agent Problems
K. Schmedders, P. Renner
Academic Publications
1. Jan. 2015
A Generic Model of Dyadic Social Relationships
D. Sornette, M. Favre
Academic Publications
1. Jan. 2015
A Convergence Result for the Emery Topology and a Variant of the Proof of the Fundamental Theorem of Asset Pricing
J. Teichmann, C. Cuchiero
Academic Publications
1. Jan. 2015
A Civil Super-Apollo Project in Nuclear R&D for a Safer and Prosperous World
D. Sornette
Academic Publications
1. Jan. 2015
Protected Values and Economic Decision Making, in Handbook of Value: Perspectives from Economics, Neuroscience, Philosophy, Psychology and Sociology
A. Wagner, R. Gibson Brandon, C. Tanner, eds. T. Brosch and D. Sander
Academic Publications
1. Dez. 2014
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
F. Trojani, A. Buraschi and A. Vedolin
Academic Publications
1. Jan. 2014
Upcoming
When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns
F. Trojani, A. Buraschi, R. Kosowski
Academic Publications
1. Jan. 2014
Upcoming
Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps of Swaptions
M. Leippold, J. Stromberg
Academic Publications
1. Jan. 2014
Upcoming
The Volatility-Confined LPPL Model: A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals
D. Sornette, L. Lin, R. Ren
Academic Publications
1. Jan. 2014
Upcoming
The Executive Turnover Risk Premium
A. Wagner, F. Peters
Academic Publications
1. Jan. 2014
Upcoming