From post

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

Structural change and asset pricing in emerging markets, и . Journal of International Money and Finance, 17 (3): 455--473 (01.06.1998)Intertemporal asset allocation: A comparison of methods, , и . Journal of Banking & Finance, 29 (11): 2821--2848 (ноября 2005)Time- and State-Dependent Pricing: A Unified Framework, , и . SSRN eLibrary, (2011)Data Reduction Method for Categorical Data Clustering, , , , , и . Adv. Artif. Intell. – IBERAMIA 2008, (2008)Representation formulas for Malliavin derivatives of diffusion processes., , и . Finance and Stochastics, 9 (3): 349-367 (2005)Pricing and hedging derivative securities with neural networks and a homogeneity hint, и . Journal of Econometrics, 94 (1-2): 93--115 (00 2000)Asymptotic properties of Monte Carlo estimators of diffusion processes, , и . Journal of Econometrics, 134 (1): 1--68 (сентября 2006)Handbooks in Operations Research and Management Science, , и . Volume 15, глава Chapter 21 Simulation Methods for Optimal Portfolios, стр. 867--923. Elsevier, (2007)Consumption and equilibrium asset pricing: An empirical assessment, и . Journal of Empirical Finance, 3 (3): 239--265 (сентября 1996)Economic Implications of Nonlinear Pricing Kernels., и . Manag. Sci., 63 (10): 3361-3380 (2017)