186. Carl Chiarella, Xue-Zhong He and Roberto Dieci, "Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis", October 2006
Format: PDF, Size: 1.2 Mb
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185. Eckhard Platen, "On the Pricing and Hedging of Long Dated Zero Coupon Bonds", September 2006
Format: PDF, Size: 320 Kb
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184. Truc Le and Eckhard Platen, "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index", September 2006
Format: PDF, Size: 3.10 Mb
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183. Mark Craddock and Kelly A Lennox, "Lie Group Symmetries as Integral Transforms of Fundamental Solutions", September 2006
Format: PDF, Size: 324 Kb
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182. Vincenzo Merella and Stephen Satchell, "Valuation of Options in a Setting with Happiness-Augmented Preferences", August 2006
Format: PDF, Size: 230 Kb
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181. Stephen Satchell and Wei Xia, "Analytic Models of the ROC Curve: Applications to Credit Rating Model Validation", August 2006
Format: PDF, Size: 1.6 Mb
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180. Vladimir Kazakov and Tom Vasak, "DMA Trading and Crossings on the Australian Stock Exchange", July 2006
Format: PDF, Size: 350 Kb
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179. Nicola Bruti-Liberati and Eckhard Platen, "On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance", July 2006
Format: PDF, Size: 255 Kb
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178. Alexander Novikov and Albert Shiryaev, "On a Solution of the Optimal Stopping Problem for Processes with Independent Increments", June 2006
Format: PDF, Size: 270 Kb
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177. Susan Thorp and George Milunovich, "Information processing and measures of integration: New York, London and Tokyo", May 2006
Format: PDF, Size: 310 Kb
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176. Eckhard Platen and Nicola Bruti-Liberati, "Approximation of Jump Diffusions in Finance and Economics", May 2006
Format: PDF, Size: 310 Kb
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175. Andrew Patton, "Volatility Forecast Comparison using Imperfect Volatility Proxies", April 2006
Format: PDF, Size: 530 Kb
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174. Carl Chiarella and Andrew Ziogas, "A Fourier Transform Analysis of the American Call Option on Assets Driven by Jump-Diffusion Processes", May 2006 (Updated September 2006)
Format: PDF, Size: 600 Kb
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173. Andreas Röthig, Willi Semmler and Peter Flaschel, "Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises", February 2006
Format: PDF, Size: 315 Kb
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172. Andreas Röthig and Chiarella, C., "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models", February 2006
Format: PDF, Size: 440 Kb
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