Hedging in an Illiquid Binomial Market
H. Soner, S. Gökay
Academic Publications
1 jan. 2014
Upcoming
Hedge Fund Managers: Luck and Dynamic Assessment
O. Scaillet, G. Criton
Academic Publications
1 jan. 2014
Upcoming
Hazardous Times for Monetary Policy: What do Twenty-Three Million Bank Loans Say About The Effects of Monetary Policy on Credit Risk-Taking?
S. Ongena, G. Jiménez, J. Peydró, and J. Saurina
Academic Publications
1 jan. 2014
Handbooks in Economics – Computational Economics Volume 3
K. Schmedders, K.L. Judd
Academic Publications
1 jan. 2014
Upcoming
Fractal Multi-level Organisation of Human Groups in a Virtual World
D. Sornette, B. Fuchs and S. Thurner
Academic Publications
1 jan. 2014
Upcoming
Follow the Money: The Monetary Roots of Bubbles and Crashes
D. Sornette, F. Corsi
Academic Publications
1 jan. 2014
Financial Brownian Particle in the Critical Order Book Fluid and Fluctuation-Dissipation Theorems
D. Sornette, Y. Yura, H.Takayasu and M. Takayas
Academic Publications
1 jan. 2014
Extreme-quantile Tracking for Financial Time Series
P. Embrechts, V. Chavez-Demoulin and S. Sardy
Academic Publications
1 jan. 2014
Event Risk, Contingent Claims and the Temporal Resolution of Uncertainty
P. Collin-Dufresne, J. Hugonnier
Academic Publications
1 jan. 2014
Estimating Aggregate Autoregressive Processes When Only Macro Data Are Available
E. Jondeau, F. Pelgrin
Academic Publications
1 jan. 2014
Upcoming
Efficient Pricing of Energy Derivatives, in Energy Pricing Models: Recent Advances, Methods, and Tools
A. Trolle, ed. Marcel Prokopczuk
Academic Publications
1 jan. 2014
Upcoming
Efficiency in Large Dynamic Panel Models with Common Factors
C. Gouriéroux
Academic Publications
1 jan. 2014
Upcoming
Editorial: Special issue on “Extremes in Finance"
P. Embrechts, NA
Academic Publications
1 jan. 2014
Upcoming
Edited Volume “Extremes in Finance"
P. Embrechts
Academic Publications
1 jan. 2014
Economic Uncertainty, Disagreement, and Credit Markets
F. Trojani, A. Buraschi and A. Vedolin
Academic Publications
1 jan. 2014
Upcoming