| 5
result(s) -
Result(s) 1 to
5 |
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| 1. | On Bond Portfolio Management
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003) - English
Online since 2003.03.03 at 17:11:46 -
499 download(s) - 0
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Abstract | Download (.pdf - 250 KB) - Zip version (222 KB) |
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| 2. | Optimal Convergence Trading
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003 - Cornerstone Research) - English
Online since 2003.02.10 at 15:00:00 -
130 download(s) - 0
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Abstract | Download (.pdf - 370 KB) - Zip version (324 KB) |
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| 3. | Optimal Asset Allocation with Asymptotic Criteria
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003) - English
Online since 2003.07.06 at 16:21:51 -
110 download(s) - 0
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Abstract | Download (.pdf - 246 KB) - Zip version (182 KB) |
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| 4. | Consistent Estimation of Pricing Kernels from Noisy Price Data
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003) - English
Online since 2003.10.14 at 17:53:31 -
36 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 229 KB) - Zip version (205 KB) |
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| 5. | Spatial Interpolation for Lattice Option Pricing -- or Well Pruned Bushy Trees
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2002 - Cornerstone Research) - English
Online since 2003.01.14 at 13:26:47 -
73 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 324 KB) - Zip version (287 KB) |
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