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Results 1 to 25 of 48

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The price is rightNICHOLLS, Tom.Petroleum economist (English edition). 2008, Vol 75, Num 11, issn 0306-395X, 6-8 [2 p.]Article

Portfolio performance evaluation in a mean-variance-skewness frameworkJORO, Tarja; NA, Paul.European journal of operational research. 2006, Vol 175, Num 1, pp 446-461, issn 0377-2217, 16 p.Article

Modeling renewable energy company risk : Strategic Choices for Renewable Energy InvestmentSADORSKY, Perry.Energy policy. 2012, Vol 40, pp 39-48, issn 0301-4215, 10 p.Article

INSIDER TRADING WITH A RANDOM DEADLINECALDENTEY, René; STACCHETTI, Ennio.Econometrica. 2010, Vol 78, Num 1, pp 245-283, issn 0012-9682, 39 p.Article

Large investor trading impacts on volatilityLIONS, Pierre-Louis; LASRY, Jean-Michel.Annales de l'Institut Henri Poincaré. Analyse non linéaire. 2007, Vol 24, Num 2, pp 311-323, issn 0294-1449, 13 p.Article

Passerelle Simone-de-Beauvoir (Paris) : Une ligne de vie au-dessus de la Seine : Les prix d'architecture du moniteur 2006 = Footbridge Simone de Beauvoir (Paris): A life line above the Seine : The architectural prizes of the Moniteur 2006Le Moniteur des travaux publics et du bâtiment. 2007, Num 5383, pp 67-67, issn 0026-9700, 1 p.Article

Does oil move equity prices? A global viewNANDHA, Mohan; FAFF, Robert.Energy economics. 2008, Vol 30, Num 3, pp 986-997, issn 0140-9883, 12 p.Article

Uncertainty quantification of an asset evaluation for an oilfield property incorporating response-surface monte-carlo simulation with stochastic oil price modelsNAM, Sang-Gu; CHANGHYUP PARK; JAEHOON YOO et al.Energy exploration & exploitation. 2013, Vol 31, Num 5, pp 783-795, issn 0144-5987, 13 p.Article

Levy random bridges and the modelling of financial informationHOYLE, Edward; HUGHSTON, Lane P; MACRINA, Andrea et al.Stochastic processes and their applications. 2011, Vol 121, Num 4, pp 856-884, issn 0304-4149, 29 p.Article

The fundamental theorem of asset pricing under default and collateral in finite discrete timeALVAREZ-SAMANIEGO, Borys; ORRILLO, Jaime.Journal of mathematical analysis and applications. 2006, Vol 320, Num 1, pp 425-438, issn 0022-247X, 14 p.Article

Solving asset pricing models when the price-dividend function is analyticCALIN, Ovidiu L; YU CHEN; COSIMANO, Thomas F et al.Econometrica. 2005, Vol 73, Num 3, pp 961-982, issn 0012-9682, 22 p.Article

A PARSIMONIOUS MACROECONOMIC MODEL FOR ASSET PRICINGGUVENEN, Fatih.Econometrica. 2009, Vol 77, Num 6, pp 1711-1750, issn 0012-9682, 40 p.Article

Stochastic methods in finance (Bressanone / Brixen, 6-12 July 2003)Back, K; Bielecki, T.R; Hipp, C et al.Lecture notes in mathematics. 2004, issn 0075-8434, isbn 3-540-22953-1, XIII, 306 p, isbn 3-540-22953-1Conference Proceedings

Valuing the carbon exposure of European utilities. The role of fuel mix, permit allocation and replacement investmentsKOCH, Nicolas; BASSEN, Alexander.Energy economics. 2013, Vol 36, pp 431-443, issn 0140-9883, 13 p.Article

The informational content of oil and natural gas prices in energy fund performanceDO, Viet; VU, Tram.International journal of global energy issues. 2012, Vol 35, Num 6, pp 465-479, issn 0954-7118, 15 p.Article

Capital market response to emission rights returns: Evidence from the European power sectorVEITH, Stefan; WERNER, Jörg R; ZIMMERMANN, Jochen et al.Energy economics. 2009, Vol 31, Num 4, pp 605-613, issn 0140-9883, 9 p.Article

A micro-movement model with bayes estimation via filtering : Application to measuring trading noises and costsSPALDING, Robert; TSUI, Kam-Wah; YONG ZENG et al.Nonlinear analysis. 2006, Vol 64, Num 2, pp 295-309, issn 0362-546X, 15 p.Article

On the martingale framework for futures pricesPOZDNYAKOV, Vladimir; STEELE, J. Michael.Stochastic processes and their applications. 2004, Vol 109, Num 1, pp 69-77, issn 0304-4149, 9 p.Article

On a new approach to calculating expectations for option pricingBOROVKOV, K; NOVIKOV, A.Journal of applied probability. 2002, Vol 39, Num 4, pp 889-895, issn 0021-9002, 7 p.Article

SPECULATIVE OVERPRICING IN ASSET MARKETS WITH INFORMATION FLOWSPALFREY, Thomas R; WANG, Stephanie W.Econometrica. 2012, Vol 80, Num 5, pp 1937-1976, issn 0012-9682, 40 p.Article

Pricing multi-asset American-style options by memory reduction Monte Carlo methodsCHAN, Raymond H; WONG, Chi-Yan; YEUNG, Kit-Ming et al.Applied mathematics and computation. 2006, Vol 179, Num 2, pp 535-544, issn 0096-3003, 10 p.Article

Over-the-counter marketsDUFFIE, Darrell; GARLEANU, Icolae; PEDERSEN, Lasse Heje et al.Econometrica. 2005, Vol 73, Num 6, pp 1815-1847, issn 0012-9682, 33 p.Article

What is the time value of a stream of investments?NORBERG, Ragnar; STEFFENSEN, Mogens.Journal of applied probability. 2005, Vol 42, Num 3, pp 861-866, issn 0021-9002, 6 p.Article

Skewed normal variance-mean models for asset pricing and the method of momentsTJETJEP, Annelies; SENETA, Eugene.International statistical review. 2006, Vol 74, Num 1, pp 109-126, issn 0306-7734, 18 p.Article

Modeling and forecasting realized volatilityANDERSEN, Torben G; BOLLERSLEV, Tim; DIEBOLD, Francis X et al.Econometrica. 2003, Vol 71, Num 2, pp 579-625, issn 0012-9682, 47 p.Article

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