| Name | Last modified | Size | Description |
|---|---|---|---|
| Parent Directory | - | ||
| A computational study on general equilibrium pricing of derivative securities.pdf | 06-Feb-2026 16:33 | 223.3KB | |
| Informational leverage the problem of noise traders.pdf | 06-Feb-2026 16:33 | 229.4KB | |
| Pricing options in incomplete equity markets via the instantaneous Sharpe ratio.pdf | 06-Feb-2026 16:33 | 394.1KB | |
| Robust portfolio optimization with a generalized expected utility model under ambiguity.pdf | 06-Feb-2026 16:33 | 199.2KB | |
| Short-term relative arbitrage in volatility-stabilized markets.pdf | 06-Feb-2026 16:33 | 146.4KB | |
| Technology driven organizational structure of the firm.pdf | 06-Feb-2026 16:33 | 371.4KB | |