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 Dec. 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