Long-term strategic asset allocation with inflation risk and regime switching
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View ArticleRandomized structural models of credit spreads
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View ArticleForward-neutral valuation relationships for options on zero coupon bonds
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View ArticleBasket trading under co-integration with the logistic mixture autoregressive...
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View ArticleA generalized variance gamma process for financial applications
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View ArticleUniversal price impact functions of individual trades in an order-driven market
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View ArticleThe holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange...
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View ArticleInflation breakeven in the Jarrow and Yildirim model and resulting pricing...
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View ArticleNew analytical option pricing models with WeylâTitchmarsh theory
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View ArticleModeling the distribution of day-ahead electricity returns: a comparison
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View ArticleFirm characteristics, alternative factors, and asset-pricing anomalies:...
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View ArticleSwap rate variance swaps
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View ArticleMeasuring large comovements in financial markets
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View ArticleEffects of skewness and kurtosis on portfolio rankings
Quantitative Finance, Volume 0, Issue 0, Page 1-5, Ahead of Print.
View ArticleNumerical option pricing in the presence of bubbles
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View ArticleAn approximate distribution of delta-hedging errors in a jump-diffusion model...
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