Recent Advances in Financial Engineering
Latest Publications

TOTAL DOCUMENTS

13

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814273466, 9789814273473

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Variance Reduction for MC/QMC Methods to Evaluate Option Prices

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0002 ◽

2009 ◽

Cited By ~ 2

Author(s):

Jean-Pierre Fouque ◽

Chuan-Hsiang Han ◽

Yongzeng Lai

Keyword(s):

Variance Reduction ◽

Option Prices

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FRONT MATTER

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_fmatter ◽

2009 ◽

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The Impact of Momentum Trading on the Market Price and Trades

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0008 ◽

2009 ◽

Author(s):

Katsumasa Nishide

Keyword(s):

Market Price ◽

Momentum Trading ◽

The Impact

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Quanto Pre-washing for Jump Diffusion Models

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0012 ◽

2009 ◽

Author(s):

Hoi Ying Wong ◽

Ka Yung Lau

Keyword(s):

Jump Diffusion ◽

Diffusion Models

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Leland's Approximations for Concave Pay-off Functions

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0006 ◽

2009 ◽

Author(s):

Emmanuel Denis

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Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0007 ◽

2009 ◽

Cited By ~ 2

Author(s):

Yoshio Miyahara ◽

Naruhiko Moriwaki

Keyword(s):

Option Pricing ◽

Stable Processes ◽

Martingale Measures

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Mean Square Error for the Leland–Lott Hedging Strategy

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0001 ◽

2009 ◽

Cited By ~ 1

Author(s):

Moussa Gamys ◽

Yuri Kabanov

Keyword(s):

Mean Square Error ◽

Mean Square ◽

Hedging Strategy

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Investment Game with Debt Financing

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0009 ◽

2009 ◽

Author(s):

Michi Nishihara ◽

Takashi Shibata

Keyword(s):

Debt Financing ◽

Investment Game

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Statistical Properties of Covariance Estimator of Microstructure Noise: Dependence, Rare Jumps and Endogeneity

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0011 ◽

2009 ◽

Author(s):

Masato Ubukata ◽

Kosuke Oya

Keyword(s):

Statistical Properties ◽

Microstructure Noise ◽

Covariance Estimator

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Arbitrage Pricing Under Transaction Costs: Continuous Time

Recent Advances in Financial Engineering ◽

10.1142/9789814273473_0005 ◽

2009 ◽

Cited By ~ 2

Author(s):

Emmanuel Denis

Keyword(s):

Transaction Costs ◽

Continuous Time ◽

Arbitrage Pricing

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