海量图书期刊资源,随时随地畅享阅读乐趣
How Bonus Deferral Changes Risk TakingLeisen, Dietmar P. J. · SSRN Electronic Journal · 2012
Bonus Deferral Does Not Choke Excessive Risk TakingLeisen, Dietmar P. J. · SSRN Electronic Journal · 2011
Heterogeneity in Risk Preferences leads to Stochastic VolatilityLeisen, Dietmar P. J. · International Journal of Theoretical and Applied Finance · 2018
Staged Venture Capital Contracting with Ratchets and Liquidation RightsLeisen, Dietmar P. J. · SSRN Electronic Journal · 2011
Valuing Common and Preferred Shares in Venture Capital FinancingsLeisen, Dietmar P. J. · SSRN Electronic Journal · 2010
The illusions of dynamic replicationDerman *, Emanuel; Taleb, Nassim Nicholas · Quantitative Finance · 2005
The premium of dynamic tradingChiu, Chun Hung; Zhou, Xun Yu · Quantitative Finance · 2011
Optimal hedging in discrete timeRémillard, Bruno; Rubenthaler, Sylvain · Quantitative Finance · 2013
Hierarchies of Archimedean copulasSavu, Cornelia; Trede, Mark · Quantitative Finance · 2010
Leverage and acquisition performanceHarrison, Jeffrey S.; Hart, Matthew; Oler, Derek K. · Review of Quantitative Finance and Accounting · 2014
Option pricing under regime switchingDuan, Jin-Chuan; Popova, Ivilina; Ritchken, Peter · Quantitative Finance · 2002
Proprietary trading: truth and fictionMuller, P. · Quantitative Finance · 2001
Provably linkable tradingKenyon, Chris; Camenisch, Jan · Quantitative Finance · 2011