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Introduction to the economics and mathematics of financial markets

, and . MIT Press, Cambridge, Mass. u.a., (2004)

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Optimal Risk Taking with Flexible Income., , and . Manag. Sci., 53 (10): 1594-1603 (2007)Problems with Monte Carlo simulation in the pricing of contingent claims., and . CIFEr, page 114-119. IEEE, (1996)Equilibrium asset prices and exchange rates. Journal of Economic Dynamics and Control, 19 (4): 787--811 (May 1995)Mapping the "Valley of Death": Managing Selection and Technology Advancement in NASA's Small Business Innovation Research Program., , , , and . IEEE Trans. Engineering Management, 68 (5): 1476-1485 (2021)Optimal risk-sharing with effort and project choice., , and . J. Econ. Theory, 133 (1): 403-440 (2007)Effects of financial innovations on market volatility when beliefs are heterogeneous. Journal of Economic Dynamics and Control, 22 (4): 597--626 (April 1998)Problems in financial engineering: optimal active management fees., , and . WSC, page 1555-1559. WSC, (2002)Monte Carlo computation of optimal portfolios in complete markets, , and . Journal of Economic Dynamics and Control, 27 (6): 971--986 (April 2003)Leverage decision and manager compensation with choice of effort and volatility, , and . Journal of Financial Economics, 73 (1): 71--92 (July 2004)Exchange rate intervention with options, and . Journal of International Money and Finance, 22 (2): 289--306 (April 2003)