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