Decisions in Economics and Finance

Title Publication Date Language Citations
Knightian decision theory. Part I2002/11/01358
Decision analysis using targets instead of utility functions2000/05/01109
Pricing VIX options with stochastic volatility and random jumps2011/11/25English53
Investigating the relationship between volatilities of cryptocurrencies and other financial assets2021/01/03English45
Homogeneous semi-Markov reliability models for credit risk management*2006/02/01English33
A bidimensional approach to mortality risk2006/11/01English28
Does market attention affect Bitcoin returns and volatility?2019/06/01English24
Financial economics without probabilistic prior assumptions2014/08/29English24
Conditional comonotonicity2004/12/01English22
Optimal consumption and investment under partial information2008/04/01English21
Option pricing by large risk aversion utility¶under transaction costs2001/11/01English21
A combinatorial approach for pricing Parisian options2002/11/0121
Fundamental ratios as predictors of ESG scores: a machine learning approach2021/11/12English20
On the construction of optimal payoffs2019/11/18English18
Some reflections on past and future of nonlinear dynamics in economics and finance2018/11/01English18
Optimal impulse control for cash management¶with quadratic holding-penalty costs2002/05/0118
The competitive firm under price uncertainty: the role of information and hedging2007/10/02English17
Genetic algorithm versus classical methods in sparse index tracking2017/05/22English16
An efficient binomial method for pricing�American options2003/05/0116
Path dependent volatility2007/10/17English16
Linear cumulative prospect theory with applications to portfolio selection and insurance demand2007/05/01English16
Efficient Monte Carlo pricing of European options¶using mean value control variates2001/11/01English16
Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads2001/11/01English16
A note on mixture sets in decision theory2001/05/01English16
Markovian lifts of positive semidefinite affine Volterra-type processes2019/11/08English15
Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective2021/01/06English15
Approximating exact expected utility via portfolio efficient frontiers2017/10/20English15
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets2013/02/28English15
The Aubin private core of differential information economies2005/06/01English15
Moment explosions in the rough Heston model2019/09/21English14