Financial Engineering eJournal最新文献_第4页

Impact of Irreversibility and Uncertainty on the Timing of Infrastructure Projects 不可逆性和不确定性对基础设施项目时间安排的影响

Financial Engineering eJournal Pub Date : 2013-03-08 DOI: 10.1061/(ASCE)CO.1943-7862.0000615

Phuong Doan, Kojo Menyah

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引用次数: 25

A Structural Model for Credit Risk with Markov Modulated Lévy Processes and Synchronous Jumps 具有马尔可夫调制lsamvy过程和同步跳跃的信用风险结构模型

Financial Engineering eJournal Pub Date : 2013-02-04 DOI: 10.2139/ssrn.2211424

Donatien Hainaut, David B. Colwell

引用次数: 2

The Most Relevant Value Creation Indicator Under Competitive Dynamics of the Firm 企业竞争动态下最相关的价值创造指标

Financial Engineering eJournal Pub Date : 2013-01-04 DOI: 10.2139/ssrn.2266050

Chawki Mouelhi, J. Saint-Pierre

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引用次数: 1

Operational Risk and Equity Prices 操作风险与股票价格

Financial Engineering eJournal Pub Date : 2012-11-10 DOI: 10.2139/ssrn.1960245

Michael Shafer, Yildiray Yildirim

引用次数: 5

Dividend Optimization under Reserve Constraints for the Cramér-Lundberg Model Compounded by Force of Interest 考虑利息力复合的cram<s:1> - lundberg模型储备约束下的股利优化

Financial Engineering eJournal Pub Date : 2012-09-01 DOI: 10.2139/ssrn.2243913

Jinxia Zhu, Fenge Chen

引用次数: 2

European Option Under Jump-Diffusion and Stochastic Interest Rate 跳跃扩散和随机利率下的欧式期权

Financial Engineering eJournal Pub Date : 2012-06-01 DOI: 10.2139/ssrn.2072614

S. Subramaniam

引用次数: 1

Investment Strategies and Compensation of a Mean-Variance Optimizing Fund Manager 均值方差优化型基金经理的投资策略与报酬

Financial Engineering eJournal Pub Date : 2012-04-20 DOI: 10.2139/ssrn.1859289

G. Aivaliotis, Jan Palczewski

引用次数: 10

On Approximation of the Solutions to Partial Differential Equations in Finance 金融中偏微分方程解的近似

Financial Engineering eJournal Pub Date : 2011-12-20 DOI: 10.2139/ssrn.1915024

Akihiko Takahashi, T. Yamada

引用次数: 2

Second Order Frechet Differential of Quasiconcave Monotone Normalized Functionals 拟凹单调归一化泛函的二阶Frechet微分

Financial Engineering eJournal Pub Date : 2011-12-03 DOI: 10.2139/ssrn.2361563

Y. Shirai

引用次数: 0

Delta-Sigma Attribution: Understanding Differences in Risk δ - σ归因:理解风险差异

Financial Engineering eJournal Pub Date : 2011-07-13 DOI: 10.2139/ssrn.1915331

Peter Shepard

引用次数: 0