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ansobol finance [20 articles]

Recent papers added to ansobol library classified by the tag finance. You can also see everyone's finance.
  • Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance
    (16 Apr 2008)
    by Nicole E Karoui, Asma Meziou
    posted to finance max-plus tropical by ansobol on 2008-04-21 16:49:19 as **
  • An introduction to Lévy processes with applications in finance
    (3 Apr 2008)
    by Antonis Papapantoleon
    posted to finance levy probability-course by ansobol on 2008-04-07 20:33:32 as ** along with 1 person snax
  • Stochastic optimal control in finance (Publications of the Scuola Normale Superiore)
    by Mete Soner
    posted to finance optimal-control stochastic by ansobol on 2008-03-28 16:39:42 as **
  • Théorie de la spéculation
    Annales scientifiques de l'École Normale Supérieure, Sér. 3, Vol. 3 (1900), pp. 21-86.
  • Some applications and methods of large deviations in finance and insurance
    (19 Feb 2007)
    by Huyen Pham
    posted to finance large-deviation by ansobol on 2007-02-23 13:49:01 as **
  • Intuitive Proof of Black-Scholes Formula Based on Arbitrage and Properties of Lognormal Distribution
    (3 Dec 2006)
    by Alexei Krouglov
  • The Numerical Algorithms and simulations for BSDEs
    (28 Nov 2006)
    by Shige Peng, Mingyu Xu
    posted to algorithm discrete finance sde by ansobol on 2006-11-29 10:16:56 as ** along with 1 person gane5h
  • The CTRW in finance: Direct and inverse problems with some generalizations and extensions
    (14 Nov 2006)
    by Jaume Masoliver, Miquel Montero, Josep Perello, George H Weiss
    posted to ctrw finance random-walk by ansobol on 2006-11-15 16:42:40 as **
  • Physics of Econophysics
    (4 Jan 2004)
    by Yougui Wang, Jinshan Wu, Zengru Di
  • Impact of Unexpected Events, Shocking News and Rumours on Foreign Exchange Market Dynamics
    (20 Jul 2006)
    by Mark Mcdonald, Omer Suleman, Stacy Williams, Sam Howison, Neil F Johnson
    posted to finance statistics by ansobol on 2006-07-25 12:50:33 as ** along with 1 person proportional
  • Aging in Financial Market
    (6 Jun 2006)
    by Simone Bianco, Paolo Grigolini
    posted to ctrw finance by ansobol on 2006-06-09 08:37:16 as ** along with 2 people proportional sbianco
  • Asymmetric matrices in an analysis of financial correlations
    (15 May 2006)
    posted to correlation finance matrix by ansobol on 2006-05-16 17:50:03 as ** along with 1 person RMT
  • notes Probability and Finance: It's Only a Game!
    (15 June 2001)
    by Glenn Shafer, Vladimir Vovk
  • On collective non-gaussian dependence patterns in high frequency financial data
    (13 Jun 2005)
    by Andrei Leonidov, Vladimir Trainin, Alexander Zaitsev
    posted to economics econophysics finance by ansobol on 2006-03-02 14:55:20 as **
  • Market Mill Dependence Pattern in the Stock Market: Asymmetry Structure, Nonlinear Correlations and Predictability
    (18 Jan 2006)
    by Andrei Leonidov, Vladimir Trainin, Alexander Zaitsev, Sergey Zaitsev
    posted to economics econophysics finance by ansobol on 2006-03-02 14:48:41 as **
  • Handbook of Heavy Tailed Distributions in Finance
    (01 February 2003)
    by ST Rachev
    edited by ST Rachev
  • Correlation and dependence in risk management: properties and pitfalls
    (2002), pp. 176-223.
    edited by MHA Dempster
    posted to copula finance by ansobol on 2005-12-15 15:15:37 as **
  • Modelling Dependence with Copulas and Applications to Risk Management
    (2003), pp. 329-384.
    edited by S Rachev
    posted to copula finance by ansobol on 2005-12-15 15:08:58 as **
  • On non-markovian nature of stock trading
    (18 March 2004)
    by Andrei Leonidov
    posted to economics econophysics finance by ansobol on 2005-02-01 17:42:47 as **
  • On distribution of number of trades in different time windows in the stock market
    (27 October 2004)
    posted to economics econophysics finance by ansobol on 2005-02-01 17:42:33 as **
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