海量图书期刊资源,随时随地畅享阅读乐趣
A system of quadratic BSDEs arising in a price impact modelKramkov, Dmitry; Pulido, Sergio · The Annals of Applied Probability · 2016
Approaches to Conditional RiskFilipović, Damir; Kupper, Michael; Vogelpoth, Nicolas · SIAM Journal on Financial Mathematics · 2012
Maturity-Independent Risk MeasuresZariphopoulou, Thaleia; Žitković, Gordan · SIAM Journal on Financial Mathematics · 2010
On the Microstructural Hedging ErrorRobert, Christian Y.; Rosenbaum, Mathieu · SIAM Journal on Financial Mathematics · 2010
Common Forward Rate VolatilityGoodman, Victor; Kim, Kyounghee · SIAM Journal on Financial Mathematics · 2010
Optimal Timing to Purchase OptionsLeung, Tim; Ludkovski, Mike · SIAM Journal on Financial Mathematics · 2011
Dynamics of Bankrupt StocksLi, Xiao; Lipkin, Michael D.; Sowers, Richard B. · SIAM Journal on Financial Mathematics · 2014
VWAP Execution and Guaranteed VWAPGuéant, Olivier; Royer, Guillaume · SIAM Journal on Financial Mathematics · 2014
Systemic Risk in Interbanking NetworksBo, Lijun; Capponi, Agostino · SIAM Journal on Financial Mathematics · 2015