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1 - 10 of 12 search results for `Financial Economics` |u:www.statslab.cam.ac.uk

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  2. Professor Chris Rogers | Statistical Laboratory

    https://www.statslab.cam.ac.uk/person/lcgr1
    16 Jul 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447. ... 2018). 51,. 898. (doi: 10.1239/jap/1421763316). Combining different models. LCG Rogers. – Mathematics and Financial Economics.

  3. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=53
    16 Jul 2024: Optimal and robust contracts for a risk-constrained principal. LCG Rogers. – Mathematics and Financial Economics.

  4. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=58
    16 Jul 2024: LCG Rogers. – Mathematics and Financial Economics. (2008). 2,. 1071. Idnetifying optimal sequential decisions.

  5. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=47
    16 Jul 2024: K Nishide, LCG Rogers. – Mathematics and Financial Economics. (2011). 5,.

  6. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=26
    16 Jul 2024: LCG Rogers. – Mathematics and Financial Economics. (2018). 12,. 97. (doi: 10.1007/s11579-017-0198-8).

  7. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=25
    16 Jul 2024: ARTN 66. (doi: 10.1214/18-ejp161). Combining different models. LCG Rogers. – Mathematics and Financial Economics.

  8. Michael's major contributions to stochastic optimization and…

    https://www.statslab.cam.ac.uk/~mike/QF2023/Consigli1.pdf
    18 Apr 2023: Outline. A short summary of Michael’s CV. Stochastic optimization, Financial Economics and Computations. ... Research pathsResearch path 1: from SLP to quantitative ALMResearch path 2: from Complementarity problems to Derivatives pricingResearch path 3:

  9. Volatility Is (Mostly) Path-Dependent Julien Guyon Ecole des Ponts ...

    https://www.statslab.cam.ac.uk/~mike/QF2023/Guyon.pdf
    11 Apr 2023: A financial and scaling argument. The two basic quantities that possess a natural scale are the volatilitylevels and the asset returns. ... Volatility Is (Mostly) Path-Dependent. An information-theoretical/financial economics argument. Contrary to SV

  10. ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS ...

    https://www.statslab.cam.ac.uk/~mike/papers/marginals.pdf
    1 Oct 2012: With this financial context, we can interpret the main results of this note. ... Journal of Financial Economics 7: 229–263.(1979). [6] E. Derman and I.

  11. AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…

    https://www.statslab.cam.ac.uk/~mike/papers/learning-submitted.pdf
    18 Feb 2015: MRT would like to thank the Cambridge Endowment for Research in Financefor its financial support. ... Journal of Financial Economics 76, 271-292. [7] Çinlar, E. (2011) Probability and Stochastics.

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