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  • 1-10 of  18 نتائج ل ""Mathematics""

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Collection : Universite Paris 8 Vincennes-Saint-Denis Subject : [qfin.cp]quantitative finance [q-fin]/computational finance [q-fin.cp]
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Academic Journal

Dynamic Utility and related nonlinear SPDE driven by Lévy Noise.

Subjects: forward utility; stochastic PDE with jumps; Stochastic flows

  • Source: ISSN: 0219-0249.

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Academic Journal

Commodities risk premia and regional integration in gas-exporting countries

Subjects: [SHS]Humanities and Social Sciences; [SHS.ECO]Humanities and Social Sciences/Economics and Finance; [MATH]Mathematics [math]

  • Source: ISSN: 0140-9883 ; Energy Economics ; https://shs.hal.science/halshs-02148921 ; Energy Economics, 2019, 80, pp.267-276. ⟨10.1016/j.eneco.2018.12.027⟩.

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Academic Journal

Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation

Subjects: Uniform strong large law of numbers; Central limit theorem; variance reduction

  • Source: ISSN: 1387-5841.

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Academic Journal

Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?

Subjects: [SHS]Humanities and Social Sciences; [SHS.ECO]Humanities and Social Sciences/Economics and Finance; [MATH]Mathematics [math]

  • Source: ISSN: 1544-6123 ; Finance Research Letters ; https://shs.hal.science/halshs-02148916 ; Finance Research Letters, 2018, ⟨10.1016/j.frl.2018.12.014⟩.

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FDI, banking crisis and growth: direct and spill over effects

Subjects: growth; FDI; system GMM

  • Source: https://shs.hal.science/halshs-02092015 ; 2019.

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DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY

Subjects: Government Policy; Foreign Investors; Dynamic Panel

  • Source: https://shs.hal.science/halshs-02175361 ; 2019.

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Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers

Subjects: Electricity; Climate; Diversification

  • Source: https://shs.hal.science/halshs-02175358 ; 2019.

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Study of the dynamic of Bitcoin's price

Subjects: Bitcoin; Jump process; Markov-switching model

  • Source: https://shs.hal.science/halshs-02175669 ; 2019.

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Academic Journal

Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint *

Subjects: Market-consistent progressive utility of investment and consumption; Forward/backward stochastic partial differential equation (SPDE); MSC 2010: 60H15

  • Source: ISSN: 1744-2508 ; EISSN: 1744-2516.

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A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets

Subjects: Regime switching; Markov chain; Cartels

  • Source: https://hal.science/hal-01090837 ; 2014.

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  • 1-10 of  18 نتائج ل ""Mathematics""