Is Part Of: Quantitative finance. Volume 16:Issue 9(2016) - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Is Part Of Quantitative finance. Volume 16:Issue 9(2016)

1. Calendar. Issue 9 (1st September 2016)

Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1339
Record Type:: Journal Article
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2. Estimation of zero-intelligence models by L1 data. Issue 9 (1st September 2016)

Authors:: Šmíd, Martin
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1423
Record Type:: Journal Article
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3. Fed funds futures variance futures. Issue 9 (1st September 2016)

Authors:: Filipović, Damir; Trolle, Anders B.
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1413
Record Type:: Journal Article
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4. Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions. Issue 9 (1st September 2016)

Authors:: Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1393
Record Type:: Journal Article
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5. Model Risk in Financial Markets: From Financial Engineering to Risk Management. Issue 9 (1st September 2016)

Authors:: Cummins, Mark; McCullagh, Orla; Murphy, Bernard
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1333
Record Type:: Journal Article
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6. Model risk of contingent claims. Issue 9 (1st September 2016)

Authors:: Detering, Nils; Packham, Natalie
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1357
Record Type:: Journal Article
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7. Optimal static quadratic hedging. Issue 9 (1st September 2016)

Authors:: Leung, Tim; Lorig, Matthew
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1341
Record Type:: Journal Article
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8. Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes. Issue 9 (1st September 2016)

Authors:: Zeng, Pingping; Kwok, Yue Kuen
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1375
Record Type:: Journal Article
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9. Reducing transaction costs with low-latency trading algorithms. Issue 9 (1st September 2016)

Authors:: Stoikov, Sasha; Waeber, Rolf
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1445
Record Type:: Journal Article
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10. Risk minimization and portfolio diversification. Issue 9 (1st September 2016)

Authors:: Pourbabaee, Farzad; Kwak, Minsuk; Pirvu, Traian A.
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1325
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗