SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Continuous-time finance
0 references·16 citing·51 second hop
Continuous-time finance (1992)Continuous-time financeVolume, Volatility, and Public News Announcements (2018)Volume, Volatility, and Publi…Thoughts on the Future: Life-Cycle Investing in Theory and Practice (2015)Thoughts on the Future: Life-…PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (2015)PORTFOLIO OPTIMIZATION AND ST…THE DISTRIBUTION OF WEALTH IN THE BLANCHARD–YAARI MODEL (2014)THE DISTRIBUTION OF WEALTH IN…Interest‐Rate Modelling (2014)Interest‐Rate ModellingThe Econometrics of Option Pricing (2010)The Econometrics of Option Pr…Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula (2010)Option traders use (very) sop…Rational Inattention and Portfolio Selection (2007)Rational Inattention and Port…Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan (2007)Closed-form likelihood approx…The pricing of degree‐day weather options (2005)The pricing of degree‐day wea…The Design of Financial Systems: Towards a Synthesis of Function and Structure (2004)The Design of Financial Syste…Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (2004)Optimal Investment Strategy t…Capital growth with security (2003)Capital growth with securitySelf-Annuitization and Ruin in Retirement (2000)Self-Annuitization and Ruin i…Efficient Portfolios in the Asset Liability Context (1995)Efficient Portfolios in the A…Deposit insurance reform: a functional approach (1993)Deposit insurance reform: a f…An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)An introduction to market risk measurement (2002)Options, Futures and Other Derivatives (2003)ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications (2004)Option Pricing: Valuation Models and Applications (2004)Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Optimum consumption and portfolio rules in a continuous-time model (1971)On the Size Distribution of Business Firms (1978)Intergenerational Transfers and Inequality (2025)Brownian motion and stochastic calculus (1991)Continuous-Time Finance. (1991)ASSET ALLOCATION AND ANNUITY‐PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN (2006)Brownian Motion and Stochastic Calculus (2007)Following the rules: Integrating asset allocation and annuitization in retirement portfolios (2007)The Pricing of Options and Corporate Liabilities (1973)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Maximum likelihood estimation of the double exponential jump-diffusion process (2006)Forecasting with Option-Implied Information (2013)A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization (2020)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE (2005)shadow banking: a review of the literature (2013)Judgment under Uncertainty: Heuristics and Biases (1974)Institutions, Institutional Change and Economic Performance (1990)Eroding market stability by proliferation of financial instruments (2009)Financial Sector Development, Economic Growth, and Poverty Reduction: A Literature Review (2010)The Legitimacy and Governance of Norway's Sovereign Wealth Fund: The Ethics of Global Investment (2010)The Econometrics of Financial Markets (1997)Prediction-based portfolio optimization model using neural networks (2009)The Econometrics of Financial Markets (2012)Attentive insider trading (2014)Macroeconomic Attention and Announcement Risk Premia (2022)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Mathematical Definition, Mapping, and Detection of (Anti)Fragility (2012)Mathematical definition, mapping, and detection of (anti)fragility (2013)Choquet-based European option pricing with stochastic (and fixed) strikes (2014)Continuous Auctions and Insider Trading (1985)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Measuring Economic Policy Uncertainty* (2016)The impact of Twitter sentiment on renewable energy stocks (2018)The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis (2020)The FOMC Risk Shift (2021)Arbitrage Theory in Continuous Time (1998)Loss Models: From Data to Decisions (1999)A Sustainable Spending Rate without Simulation (2005)Comonotonic Approximations for Optimal Portfolio Selection Problems (2005)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2014Interest‐Rate Modelling190 cited
  • 2007Rational Inattention and Portfolio Selection160 cited
  • 2004The Design of Financial Systems: Towards a Synthesis of Function and Structure153 cited
  • 1993Deposit insurance reform: a functional approach136 cited
  • 2004Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin121 cited
  • 2018Volume, Volatility, and Public News Announcements119 cited
  • 2000Self-Annuitization and Ruin in Retirement116 cited
  • 2014THE DISTRIBUTION OF WEALTH IN THE BLANCHARD–YAARI MODEL115 cited
  • 2010The Econometrics of Option Pricing110 cited
  • 2010Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula108 cited
  • 2007Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan107 cited
  • 2015PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS84 cited
  • 2005The pricing of degree‐day weather options73 cited
  • 1995Efficient Portfolios in the Asset Liability Context72 cited
  • 2015Thoughts on the Future: Life-Cycle Investing in Theory and Practice

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

70 cited
  • 2003Capital growth with security70 cited