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Approximations for the values of american options, и . Stochastic Analysis and Applications, 9 (2): 115--131 (1991)The saga of the American put. Journal of Banking & Finance, 29 (11): 2909--2918 (ноября 2005)Functional gradient descent for financial time series with an application to the measurement of market risk, и . Journal of Banking & Finance, 29 (4): 959--977 (апреля 2005)Price flexiblity and output volatility: the case for flexible exchange rates, и . Journal of International Money and Finance, 9 (3): 276--298 (сентября 1990)An option pricing formula for the GARCH diffusion model., , и . Comput. Stat. Data Anal., 49 (2): 287-310 (2005)A multivariate FGD technique to improve VaR computation in equity markets., и . Comput. Manag. Science, 2 (2): 87-106 (2005)Risk management decisions and value under uncertainty., , и . Ann. Oper. Res., 313 (2): 603-604 (2022)Preface: decision making and risk/return optimization in financial economics., , , и . Ann. Oper. Res., 281 (1-2): 1-2 (2019)A dynamic model of expected bond returns: A functional gradient descent approach., и . Comput. Stat. Data Anal., 51 (4): 2267-2277 (2006)The valuation of American call options and the expected ex-dividend stock price decline, и . Journal of Financial Economics, 17 (1): 91--111 (сентября 1986)