alexandergir documents

Optimal Liquidity Provision∗
Documents Optimal Liquidity Provision∗
ESTIMATION OF SEVERAL POLITICAL ACTION EFFECTS OF ENERGY PRICES
Documents ESTIMATION OF SEVERAL POLITICAL ACTION EFFECTS OF ENERGY PRICES
Model risk on credit risk
Documents Model risk on credit risk
A Framework for Modeling Bounded Rationality: Mis-specified Bayesian-Markov Decision Processes
Documents A Framework for Modeling Bounded Rationality: Mis-specified Bayesian-Markov Decision Processes
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Documents Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Dynamics of quasi-stationary systems: Finance as an example
Documents Dynamics of quasi-stationary systems: Finance as an example
Developing Knowledge States: Technology and the Enhancement of National Statistical Capacity
Documents Developing Knowledge States: Technology and the Enhancement of National Statistical Capacity
Procedure for Pricing Bermudans and Callable Swaps
Documents Procedure for Pricing Bermudans and Callable Swaps
Evaluating and Hedging Exotic Swap Instruments via LGM
Documents Evaluating and Hedging Exotic Swap Instruments via LGM
Benter
Documents Benter
FEYNMAN-KAC FORMULA FOR LEVY PROCESSES ´ WITH DISCONTINUOUS KILLING RATE
Documents FEYNMAN-KAC FORMULA FOR LEVY PROCESSES ´ WITH DISCONTINUOUS KILLING RATE
An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series
Documents An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series
Comparing systemic risk in European government bonds and national indices
Documents Comparing systemic risk in European government bonds and national indices
International R&D Spillovers and other Unobserved Common Spillovers and Shocks*
Documents International R&D Spillovers and other Unobserved Common Spillovers and Shocks*
Well-Posedness and Comparison Principle for Option Pricing with Switching Liquidity
Documents Well-Posedness and Comparison Principle for Option Pricing with Switching Liquidity
Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Documents Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Carry Rebalancing
Documents Carry Rebalancing
876B1A91d01
Documents 876B1A91d01
Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Documents Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Gaussian Process Volatility Model
Documents Gaussian Process Volatility Model
Incremental and Robust PCA
Documents Incremental and Robust PCA