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JEL Code: C00
199,582 Total downloads
Showing Papers 141 - 190 of 489
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Quantitative Connections Between Monetary Growth and Human Output (Quantitative Zusammenhaenge Zwischen Monetaerem Wachstum Und Humanen Leistungen)
Hans-Diedrich Kreft
shuccle AG
Date Posted: August 08, 2008
Last Revised: August 27, 2008
Working Paper Series
Quantitative Analysis of Modern Portfolio Theory for Diversification of Risk
Himanshu Yadav
National Law University
Date Posted: August 10, 2012
Working Paper Series
49 downloads
Quantile Estimation with Adaptive Importance Sampling
Daniel Egloff
and
Markus Leippold
QuantAlea GmbH
and
University of Zurich - Department of Banking and Finance
Date Posted: July 25, 2007
Last Revised: November 03, 2009
Working Paper Series
324 downloads
q-Optimal Martingale Measures for Exponential Lévy Processes
Stefan Kassberger
and
Thomas Liebmann
Frankfurt School of Finance & Management
and
affiliation not provided to SSRN
Date Posted: March 03, 2008
Working Paper Series
160 downloads
Publication Activity of Russian Researches in Leading International Scientific Journals
Acta Naturae, Vol. 4, No. 2, pp. 14-35, 2012
Maxim Nikolaevich Kotsemir
National Research University - Higher School of Economics
Date Posted: January 27, 2013
Last Revised: May 05, 2013
Accepted Paper Series
44 downloads
Psychophysics of the Probability Weighting Function
Taiki Takahashi
Hokkaido University
Date Posted: July 06, 2011
Working Paper Series
74 downloads
Profit-and-Loss of Option Strategies under Quadratic Skew Parametrization
Artur Sepp
Merrill Lynch & Co.
Date Posted: October 25, 2010
Last Revised: November 05, 2010
Working Paper Series
412 downloads
Profit Maximization Models for Exponential Decay Processes
European Journal of Operational Research, Vol. 22, No. 1, October 1985
Suresh Sethi
,
Gerald L. Thompson
and
V. Udayabhanu
University of Texas at Dallas - Naveen Jindal School of Management
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 08, 2008
Accepted Paper Series
Pricing Options on Realized Variance in The Heston Model With Jumps In Returns and Volatility II: An Approximate Distribution of the Discrete Variance
Published in The Journal Of Computational Finance 16(2), 2012, pp. 3-32
Artur Sepp
Merrill Lynch & Co.
Date Posted: August 25, 2010
Last Revised: April 13, 2013
Accepted Paper Series
300 downloads
Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility
Journal of Computational Finance, Vol. 11, No. 4, pp. 33-70, 2008
Artur Sepp
Merrill Lynch & Co.
Date Posted: May 21, 2009
Last Revised: October 05, 2010
Accepted Paper Series
875 downloads
Pricing General Insurance with Constraints
Insurance: Mathematics and Economics, Vol. 40, No. 2, pp. 335-355, 2007
Paul Emms
University of London - King's College London
Date Posted: February 07, 2007
Accepted Paper Series
Pricing General Insurance Using Optimal Control Theory
ASTIN Bulletin, Vol. 35, No. 2, pp. 427-453, 2005
Paul Emms and
Steven Haberman
University of London - King's College London
and
City University London - Faculty of Actuarial Science
Date Posted: February 01, 2007
Accepted Paper Series
Pricing Financial Derivatives by Gram-Charlier Expansions
Yin-Hei Cheng
and
Tony S. Wirjanto
Scotiabank
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series
Pricing Electricity Derivatives under Future Information
Markus Hess
Independent
Date Posted: October 03, 2012
Last Revised: May 03, 2013
Working Paper Series
107 downloads
Pricing and Hedging Options on Defaultable Assets
Johan G. B. Beumee and
Michel Vellekoop
MP Capital
and
University of Twente - Department of Applied Mathematics
Date Posted: October 04, 2006
Working Paper Series
62 downloads
Pricing American Options in the Heston Model: A Close Look on Incorporating Correlation
Journal of Derivatives, Vol. 20, No. 3, 2013
Peter Ruckdeschel
,
Tilman Sayer
and
Alexander Szimayer
Fraunhofer ITWM
,
Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics ITWM
and
University of Hamburg - Faculty of Economics and Business Administration
Date Posted: March 30, 2011
Last Revised: March 07, 2013
Accepted Paper Series
PREMASA Model: An Integrated Approach to Customer Relationship Management
IEM International Journal of Management & Technology, Vol. 2, No. 1, pp. 111-118, 2012
Debabrata Das
West Bengal University of Technology - Bengal School Of Technology & Management
Date Posted: March 04, 2012
Last Revised: June 04, 2012
Accepted Paper Series
117 downloads
Predicting the Impact of Public Health Interventions in Cardio-Vascular Disease Risk Factors on the Number and Cost of Acute Hospital Admissions Over a Five to Ten Year Period
iHEA 2007 6th World Congress: Explorations in Health Economics Paper
Malcolm David Whitfield
and
Michael Holmes
University of Sheffield
and
University of Sheffield
Date Posted: June 21, 2007
Working Paper Series
Predicting Restorability of Incompetent Criminal Defendants
Journal of the American Academy of Psychiatry and the Law, Vol. 35, No. 1, pp. 34-43, 2007
Douglas Mossman
University of Cincinnati College of Medicine
Date Posted: August 22, 2007
Last Revised: October 05, 2008
Accepted Paper Series
43 downloads
Pragmatic Economic Trials: An Application to Alternative Therapies for Burns
iHEA 2007 6th World Congress: Explorations in Health Economics Paper
Vilelmine Carayanni and
Evangelia Tsati
University of Piraeus
and
affiliation not provided to SSRN
Date Posted: June 13, 2007
Working Paper Series
Portfolio Management and the European Crisis
Mikhail Munenzon
The Observatory
Date Posted: November 09, 2011
Last Revised: November 29, 2011
Working Paper Series
446 downloads
Playing on Profits Cycle?
Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: November 21, 2003
Working Paper Series
94 downloads
Periodic Autoregressive Conditional Heteroskedasticity
Tim Bollerslev and
Eric Ghysels
Duke University - Finance
and
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: September 10, 1999
Working Paper Series
Pay Attention to Valuation
Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: May 03, 2004
Working Paper Series
203 downloads
Option Pricing with Market Impact and Non-Linear Black and Scholes PDEs
Grégoire Loeper
Ecole Centrale Paris
Date Posted: March 28, 2013
Working Paper Series
10 downloads
Option Pricing with Levy-Stable Processes Generated by Levy-Stable Integrated Variance
Quantitative Finance Vol. 9, No. 4, June 2009, pp 397–409,
Álvaro Cartea and
Sam Howison
University College London
and
University of Oxford - Nomura Centre for Quantitative Finance, OCIAM
Date Posted: October 02, 2007
Last Revised: March 11, 2013
Accepted Paper Series
526 downloads
Option Pricing with Jumps
Wilmott Magazine, pp. 50-58, November 2003
Artur Sepp
and
Igor Skachkov
Merrill Lynch & Co.
and
Independent
Date Posted: June 01, 2009
Accepted Paper Series
289 downloads
Option Pricing under the Variance Gamma Process
Filo Fiorani
Merrill Lynch & Co.
Date Posted: June 08, 2009
Working Paper Series
1338 downloads
Option Pricing in a Dynamic Variance-Gamma Model
Journal of Financial Decision Making, Vol. 7, 2011
Lorenzo Mercuri
and
Fabio Bellini
Università degli Studi di Milano-Bicocca
and
University of Milano Bicocca - Dipartimento di Statistica e Metodi Quantitativi
Date Posted: October 16, 2010
Last Revised: November 26, 2012
Accepted Paper Series
Optimizing the Use of Micro-Data: An Overview of the Issues
Julia Lane
American Institutes for Research
Date Posted: September 28, 2005
Working Paper Series
62 downloads
Optimal Trading Strategies: An Uncertain Volatility Approach
Claudio Moni
RBS - QuaRC
Date Posted: March 29, 2010
Working Paper Series
87 downloads
Optimal Strategies for Premium Pricing in General Insurance
Insurance: Mathematics and Economics, Vol. 40, No. 1, pp. 15-34, 2007
Paul Emms ,
Steven Haberman
and
Irene Savoulli
University of London - King's College London
,
City University London - Faculty of Actuarial Science
and
City University London - Sir John Cass Business School
Date Posted: February 07, 2007
Accepted Paper Series
Optimal Remedies for Patent Infringement: A Transactional Model
U of Chicago Law & Economics, Olin Working Paper No. 431, U of Chicago, Public Law Working Paper No. 236
Paul J. Heald
University of Illinois College of Law
Date Posted: October 05, 2008
Working Paper Series
247 downloads
Optimal Portfolios from Ordering Information
Robert Almgren and
Neil A Chriss
University of Toronto - Department of Mathematics
and
Hutchin Hill Capital
Date Posted: December 25, 2004
Working Paper Series
2159 downloads
Optimal Momentum: A Global Cross Asset Approach
Gary Antonacci
Portfolio Management Consultants
Date Posted: May 10, 2011
Last Revised: April 03, 2013
Working Paper Series
949 downloads
Optimal Management of an Insurer's Exposure in a Competitive General Insurance Market
North American Actuarial Journal, Forthcoming
Paul Emms and
Steven Haberman
University of London - King's College London
and
City University London - Faculty of Actuarial Science
Date Posted: May 25, 2007
Last Revised: November 23, 2008
Working Paper Series
Optimal Liquidation of Electricity Futures Portfolios: An Anticipative Market Impact Model
Markus Hess
Independent
Date Posted: April 21, 2013
Last Revised: May 03, 2013
Working Paper Series
44 downloads
Optimal Feedback Controls in Dynamic Stochastic Jobshops
MATHEMATICS OF STOCHASTIC MANUFACTURING SYSTEMS; LECTURES IN APPLIED MATHEMATICS, G. Yin, Q. Zhang, eds., Vol. 33, pp. 235-252, American Mathematical Society, 1997
Ernst Presman
,
Suresh Sethi
and
Wulin Suo
Russian Academy of Sciences (RAS)
,
University of Texas at Dallas - Naveen Jindal School of Management
and
Queen's School of Business
Date Posted: January 16, 2009
Accepted Paper Series
29 downloads
Optimal Execution of Derivatives
Petr Novotny
Columbia University - Department of Statistics
Date Posted: November 26, 2010
Working Paper Series
30 downloads
Optimal Dividends in the Dual Model with Diffusion
UNSW Australian School of Business Research Paper No. 2008ACTL10
Benjamin Avanzi
and
Hans Ulrich Gerber
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies
and
University of Lausanne
Date Posted: August 26, 2008
Working Paper Series
281 downloads
Optimal Contracts with Heterogeneously Boundedly Rational Consumers
Rivista Italiana degli Economisti, Vol. 1, April 2013
Oktay Surucu
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: April 15, 2013
Accepted Paper Series
Online Local Volatility Calibration by Convex Regularization with Morozov's Principle and Convergence Rates
Vinicius Viana Luiz Albani
and
Jorge P. Zubelli
Instituto de Matematica Pura e Aplicada (IMPA)
and
Instituto de Matematica Pura e Aplicada (IMPA)
Date Posted: November 03, 2012
Last Revised: November 12, 2012
Working Paper Series
30 downloads
Online Learning in Practice: An Introduction to Statistics Course
Hershey H. Friedman
and
Linda Weiser Friedman
Brooklyn College - Department of Finance and Business Management
and
Baruch College, CUNY - Zicklin School of Business
Date Posted: May 03, 2013
Working Paper Series
29 downloads
One Factor Models for the ABS Correlation Market: Pricing TABX Tranches
Joao Garcia and
Serge Goossens
Fitch Solutions
and
affiliation not provided to SSRN
Date Posted: September 29, 2008
Working Paper Series
379 downloads
One Factor Gaussian Short Rate Model Implementation
Peter Caspers
Independent
Date Posted: April 15, 2013
Working Paper Series
14 downloads
On the Matrix (I + X) -1 <= I.
CentER Discussion Paper No. 2005-120
Jacob C. Engwerda
Tilburg University - Department of Economics
Date Posted: December 15, 2005
Working Paper Series
44 downloads
On the Martingale Representation Theorem and Approximate Hedging a Contingent Claim in the Minimum Mean Square Deviation Criterion
VNU Journal of Science, Mathematics & Physics , Vol. 23, pp. 143-154, 2007
Nguyen Van Huu
and
Quan Hoang Vuong
Hanoi National University of Education
and
Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels)
Date Posted: August 02, 2009
Accepted Paper Series
295 downloads
On the Dialectical Foundations of Mathematics
D.F. Damsma
Amsterdam School of Economics
Date Posted: December 21, 2011
Working Paper Series
39 downloads
On the Concept of Optimality Interval
UPF Economics & Business Working Paper No. 466
Pelegrí Viader ,
Jaume Paradís and
Lluís Bibiloni
Universitat Pompeu Fabra
,
Universitat Pompeu Fabra
and
Universitat Autonoma de Barcelona
Date Posted: December 07, 2000
Working Paper Series
42 downloads
On the Complexity of Generalized Due Date Scheduling Problems
European Journal of Operational Research, Vol. 51, No. 1, pp. 100-109, March 1991
Nicholas G. Hall
,
Suresh Sethi
and
Chelliah Srishkandarajah
Ohio State University (OSU) - Department of Management Sciences
,
University of Texas at Dallas - Naveen Jindal School of Management
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: April 08, 2008
Accepted Paper Series
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