The following pages link to Miguel Ángel Mirás Calvo (Q309857):
Displaying 31 items.
- The average-of-awards rule for claims problems (Q81665) (← links)
- Airport games: the core and its center (Q309860) (← links)
- (Q587613) (redirect page) (← links)
- Three ways to solve for bond prices in the Vasiček model (Q705419) (← links)
- The boundary of the core of a balanced game: face games (Q776857) (← links)
- Monotonicity of the core-center of the airport game (Q889108) (← links)
- A comparison between homogeneous and heterogeneous portfolios. (Q1413283) (← links)
- A note on option pricing for the constant elasticity of variance model (Q1425568) (← links)
- Critical random walks on two-dimensional complexes with applications to polling systems (Q1429109) (← links)
- Symmetry and order in the portfolio allocation problem (Q1597937) (← links)
- Liquidity shocks and equilibrium liquidity premia. (Q1810698) (← links)
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
- Stochastic implied volatility. A factor-based model. (Q1880674) (← links)
- Considerations on the aggregate monotonicity of the nucleolus and the core-center (Q2040429) (← links)
- Asymmetric skew Bessel processes and their applications to finance (Q2571223) (← links)
- A finite volume approach for contingent claims valuation (Q2748866) (← links)
- A stochastic diffusion model of option prices and general jump process (Q2756213) (← links)
- Towards a central interest rate model (Q2771109) (← links)
- The liquidity discount (Q2774427) (← links)
- Local martingales measures (Q2780793) (← links)
- Convex analysis for sets of local martingales measures (Q2780794) (← links)
- (Q2782353) (← links)
- Monotonicity implications for the ranking of rules for airport problems (Q4584825) (← links)
- (Q4929919) (← links)
- Consistency problems for Heath-Jarrow-Morton interest rate models (Q5931585) (← links)
- A compromise solution to mutual funds portfolio selection with transaction costs (Q5952507) (← links)
- Refining the Lorenz‐ranking of rules for claims problems on restricted domains (Q6053635) (← links)
- On properties of the set of awards vectors for a claims problem (Q6126531) (← links)
- Deviation from proportionality and Lorenz-domination for claims problems (Q6156352) (← links)
- An algorithm to compute the average-of-awards rule for claims problems with an application to the allocation of \(\mathrm{CO}_2\) emissions (Q6573314) (← links)
- Coalition-weighted Shapley values (Q6581888) (← links)
