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JEL Code: C60
95,080 Total downloads
Showing Papers 141 - 190 of 435
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Approximate Results for a Generalized Secretary Problem Tinbergen Institute Discussion Paper No. 10-092/4
Chris Dietz
,
Dinard Van der Laan
and
Ad Ridder
Date Posted: September 09, 201013 downloads
On Clearing Coupled Day-Ahead Electricity Markets 23rd Australasian Finance and Banking Conference 2010 Paper
Alexander Martin
,
Johannes C. Müller
and
Sebastian Pokutta
Date Posted: August 18, 2010Last Revised: November 03, 2010122 downloads
Path-Dependent Options Pricing: A Quasi Monte Carlo Simulation Approach with MATLAB
Jay Au Yeung
Date Posted: August 15, 2010Last Revised: October 18, 2010468 downloads
Comonotonic Approximations for a General Pension Problem
Ales Ahcan
Date Posted: August 12, 201021 downloads
The Computational Complexity of Boundedly Rational Choice Behavior
Thomas Demuynck
Date Posted: August 12, 201038 downloads
A Reduction Algorithm for a Class of Payoff Formulae
Gary J. Kennedy
Date Posted: July 20, 201074 downloads
Conic Coconuts: The Pricing of Contingent Capital Notes Using Conic Finance Robert H. Smith School Research Paper No. RHS 06-135
Dilip B. Madan and
Wim Schoutens
Date Posted: July 08, 2010Last Revised: November 23, 2010270 downloads
Use and Abuse of Copyright Rules by Commercial Photostat Centers INTELLECTUAL PROPERTY RIGHTS SOME ISSUES, pp. 81-86, K. Das and D. Bhattacharya, eds., Department of Commerce, 2004
Debasis Kar
and
Dibyojyoti Bhattacharjee
affiliation not provided to SSRN
and
Assam University
Date Posted: June 26, 201020 downloads
The Term Structure of Implied Volatility in Symmetric Models with Applications to Heston
Stefano De Marco
and
Claude Martini
Date Posted: June 13, 2010Last Revised: November 20, 2010227 downloads
Quantitative Breuer-Major Theorems CREATES Research Paper No. 2010-22
Mark Podolskij
Date Posted: June 06, 201013 downloads
A Unionized Oligoply with Bounded Rational Agents
Anna K. Goeddeke
Date Posted: May 30, 201042 downloads
An Industrial Application of Modified Clarke & Wright Algorithm Udyog Pragati, Vol. 34, No. 1, pp. 8-15, 2010
Samir K. Srivastava and
Deepak Jain
Date Posted: April 23, 2010
Network Design for Reverse Logistics Omega, Vol. 36, No. 4, pp. 535-548, 2008
Samir K. Srivastava
Date Posted: April 23, 2010
Value Recovery Network Design for Product Returns International Journal of Physical Distribution and Logistics Management, Vol. 38, No. 4, pp. 311-331, 2008
Samir K. Srivastava
Date Posted: April 23, 2010
A Proof of the Outperformance of Beta Arbitrage Strategies
Reda Jürg Messikh
and
Gianluca Oderda
Date Posted: April 20, 2010294 downloads
Forward Indifference Valuation of American Options Stochastics: An International Journal of Probability and Stochastic Processes, Forthcoming DOI:10.1080/17442508.2012.694438
Tim Leung ,
Ronnie Sircar and
Thaleia Zariphopoulou
Date Posted: April 10, 2010Last Revised: September 07, 2012253 downloads
Stochastic Volatility II: Variance Gamma Model: Analysis and Implementation
Thomas Domenig and
Paolo Vanini
Date Posted: April 03, 2010445 downloads
Risk-Based Indexation
Paul Demey
,
Sébastien Maillard
and
Thierry Roncalli
Date Posted: April 01, 2010Last Revised: January 29, 2011167 downloads
Stochastic Volatility I: Heston Model: Analytics
Paolo Vanini and
Miret Padovani
Date Posted: March 28, 2010Last Revised: April 27, 2010633 downloads
On the Optimality of Regularity in Mixing Markovian Decision Rules for MDP Control Tinbergen Institute Discussion Paper 10-036/4
Dinard Van der Laan
Date Posted: March 25, 2010
A Resolution to the NPV – IRR Debate? Quarterly Review of Economics and Finance, Vol.50, No. 2
Michael Osborne
Date Posted: February 21, 2010Last Revised: July 05, 2010
Convergence of Heston to SVI Quantitative Finance, Vol. 11, No. 8, pp. 1129-1132, 2011
Jim Gatheral
and
Antoine Jacquier
Date Posted: February 19, 2010Last Revised: July 31, 2011785 downloads
Optimal Buy-Back Contracts with Asymmetric Information International Journal of Management and Marketing Research, Vol. 1, No. 1, pp.23-47, 2008
Qiang Gong
Date Posted: February 19, 201063 downloads
Endogenous Selection and Moral Hazard in Executive Compensation Contracts Operation Research Part-2, Vol. 58, No. 4, pp. 1090-1106, July-August 2010, Rock Center for Corporate Governance at Stanford University Working Paper No. 73
Chris Armstrong ,
David F. Larcker and
Che-Lin Su
Date Posted: February 17, 2010Last Revised: April 04, 2012342 downloads
A Damped Diffusion Framework for Financial Modeling and Closed-Form Maximum Likelihood Estimation Journal of Economic Dynamics and Control, Vol. 34, No. 2, 2010
Minqiang Li
Date Posted: February 05, 2010
Optimisation in Financial Engineering Journal of Financial Transformation, Vol. 28, pp. 117-122, 2010
Manfred Gilli and
Enrico Schumann
Date Posted: February 03, 2010Last Revised: October 19, 2010294 downloads
Transportation Problem
Mihaela Albici ,
Delia Teselios
,
Cristina Tenovici and
Carmen Radut
affiliation not provided to SSRN
and
Universitatea Constantin Brancoveanu - Facultatea Management-Marketing in Afaceri Economice Braila
Date Posted: January 30, 2010Last Revised: November 07, 201151 downloads
A Note on the Optimal Control of Stocks Accumulating with a Delay Macroeconomic Dynamics, Vol. 15, No. 4, pp. 565-578, 2011
Ralph Winkler
Date Posted: January 27, 2010Last Revised: August 31, 201270 downloads
Stress Tests: From Arts to Science
Thomas Breuer
and
Imre Csiszar
Date Posted: January 10, 2010Last Revised: September 28, 2010369 downloads
Applications of the Characteristic Function Based Continuum GMM in Finance Computational Statistics & Data Analysis
Rachidi Kotchoni
Date Posted: December 29, 2009Last Revised: March 24, 201219 downloads
Influence of Aggregation and Measurement Scale on Ranking a Compromise Alternative in AHP
Alessio Ishizaka
,
Dieter Balkenborg
and
Todd R. Kaplan
affiliation not provided to SSRN
,
University of Exeter - Department of Economics
and
University of Exeter Business School - Department of Economics
Date Posted: December 25, 200971 downloads
A Generalization of the Implicit Function Theorems
Elvio Accinelli
Date Posted: December 02, 2009Last Revised: September 12, 201150 downloads
The Compositionality of Accounting Information Back to Basics
K. R. Pertsemlidis
Date Posted: November 29, 2009Last Revised: March 13, 2012201 downloads
A Model of Price, Volume and Sequential Information International Journal of Business and Economics, Vol. 6, 2007
Gaiyan Zhang
Date Posted: November 01, 200957 downloads
Enriching the Tactical Network Design of Express Service Carriers with Fleet Scheduling Characteristics CentER Discussion Paper Series No. 2009-79
Ineke Meuffels
,
Hein Fleuren
,
F. Cruijssen
and
Edwin van Dam
Date Posted: October 21, 200936 downloads
Solving SABR in Exact Form and Unifying it with LIBOR Market Model
Othmane Islah
affiliation not provided to SSRN
Date Posted: October 19, 20091160 downloads
The Economics of Jubilation - Blinking Adam’s Fallacy Away
Carmine Gorga
Date Posted: October 16, 200947 downloads
A Damped Diffusion Framework for Financial Modeling and Closed-Form Maximum Likelihood Estimation
Minqiang Li
Date Posted: October 04, 200986 downloads
Affine Processes on Positive Semidefinite Matrices
Christa Cuchiero
,
Damir Filipovic ,
Eberhard Mayerhofer
and
Josef Teichmann
affiliation not provided to SSRN
,
Ecole Polytechnique Fédérale de Lausanne
,
Deutsche Bundesbank, Research Centre
and
Vienna University of Technology
Date Posted: October 04, 2009Last Revised: March 08, 2011340 downloads
Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models Journal of Risk Model Validation, Vol. 3, No. 4, 2009/2010
T. C. Wong ,
C. H. Hui and
C.F. Lo
Date Posted: September 25, 2009Last Revised: March 11, 201036 downloads
Pricing and Hedging of CDOs: A Top Down Approach
Damir Filipovic and
Thorsten Schmidt
Date Posted: September 14, 2009Last Revised: December 06, 2009337 downloads
Distance Measures for Dynamic Citation Networks Physica A, Vol. 389, pp. 4201-4208, 2010
Michael James Bommarito II ,
Daniel Martin Katz
,
Jon Zelner
and
James H. Fowler
Date Posted: September 11, 2009Last Revised: November 09, 2010251 downloads
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion CEPR Discussion Paper No. DP7398
Suleyman Basak and
Hongjun Yan
Date Posted: September 08, 20092 downloads
A Simple Analytical Model for Dynamics of Time-Varying Target Leverage Ratios European Physical Journal B, Vol. 85, No 3, Article Number 102, 2012
C.F. Lo and
C. H. Hui
Date Posted: September 03, 2009Last Revised: March 27, 201270 downloads
Mean First Passage Times of the Feller and the GARCH Diffusion Processes
Bo Zhao
Date Posted: September 03, 2009Last Revised: February 24, 2010192 downloads
Testable Implications of General Equilibrium Models: An Integer Programming Approach
Laurens Cherchye
,
Thomas Demuynck
and
Bram De Rock
affiliation not provided to SSRN
and
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: August 31, 200918 downloads
Copula: A Primer for Fund Managers
Wing Cheung
affiliation not provided to SSRN
Date Posted: August 25, 2009Last Revised: April 25, 2012812 downloads
Raise your Glass: Wine Investment and the Financial Crisis
Philippe Masset
and
Jean-Philippe Weisskopf
Date Posted: August 22, 2009Last Revised: April 26, 2010830 downloads
On the Stability of Community Detection Algorithms on Longitudinal Citation Data Procedia Social and Behavioral Sciences, 2010, Proceedings of the 6th Conference on Applications of Social Network Analysis (ASNA 2009)
Michael James Bommarito II ,
Daniel Martin Katz
and
Jon Zelner
Date Posted: August 04, 2009Last Revised: May 26, 2010197 downloads
Dynamic CDO Term Structure Modelling Mathematical Finance, Forthcoming
Damir Filipovic ,
Ludger Overbeck
and
Thorsten Schmidt
Date Posted: July 09, 2009237 downloads
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