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Keynesian resurgence: financial stimulus and contingent claims modelling.

, , and . Int. J. Math. Oper. Res., 17 (2): 199-232 (2020)

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Integrating High Volume Financial Datasets to Achieve Profitable and Interpretable Short Term Trading with the FTSE100 Index., , , , and . AIAI Workshops, volume 437 of IFIP Advances in Information and Communication Technology, page 340-349. Springer, (2014)FinTech revolution: the impact of management information systems upon relative firm value and risk., and . J. Bank. Financial Technol., 4 (2): 175-187 (2020)Regime switching volatility calibration by the Baum-Welch method., and . J. Comput. Appl. Math., 234 (12): 3243-3260 (2010)Operational risk: Emerging markets, sectors and measurement., , , , and . Eur. J. Oper. Res., 241 (1): 122-132 (2015)A review of scenario generation methods., and . IJCSM, 3 (3): 226-244 (2010)Scenario Generation for Operational Risk.. Intell. Syst. Account. Finance Manag., 20 (3): 163-187 (2013)An analysis of dollar cost averaging and market timing investment strategies., , and . Eur. J. Oper. Res., 286 (3): 1168-1186 (2020)Optimisation of stochastic programming by hidden Markov modelling based scenario generation., and . Int. J. Math. Oper. Res., 2 (4): 436-455 (2010)Downside risk measurement in regime switching stochastic volatility.. J. Comput. Appl. Math., (2020)Keynesian resurgence: financial stimulus and contingent claims modelling., , and . Int. J. Math. Oper. Res., 17 (2): 199-232 (2020)