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PRICING OF TRAFFIC LIGHT OPTIONS AND OTHER HYBRID PRODUCTS,
Thomas Kokholm,
in International Journal of Theoretical and Applied Finance (IJTAF)
(2009)
Keywords: Traffic light option, LIBOR market model, correlation, simulation, hybrid products
Pricing and hedging of derivatives in contagious markets,
Thomas Kokholm,
in Journal of Banking & Finance
(2016)
Keywords: Multivariate modeling; Contagion; Derivatives pricing; Jump processes; Hedging;
Pricing of Traffic Light Options and other Correlation Derivatives,
Thomas Kokholm,
from University of Aarhus, Aarhus School of Business, Department of Business Studies
(2008)
Keywords: LIBOR market model; traffic light option; correlation; simulation; derivatives pricing; structured products;
Central Clearing of OTC Derivatives: bilateral vs multilateral netting,
Rama Cont and Thomas Kokholm,
from arXiv.org
(2013)
Joint pricing of VIX and SPX options with stochastic volatility and jump models,
Thomas Kokholm and Martin Stisen,
in Journal of Risk Finance
(2015)
Keywords: Jumps, Calibration, Risk-neutral pricing, Stochastic volatility, VIX options
Constant proportion portfolio insurance strategies in contagious markets,
Alice Buccioli and Thomas Kokholm,
in Quantitative Finance
(2018)
Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market,
Alice Buccioli and Thomas Kokholm,
in The European Journal of Finance
(2022)
A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES,
Rama Cont and Thomas Kokholm,
from HAL
(2013)
Keywords: volatility derivatives,jump processes,variance swap,VIX,Levy process,affine processes: jump-diffusion model
Sato Processes in Default Modelling,
Thomas Kokholm and Elisa Nicolato,
in Applied Mathematical Finance
(2010)
Keywords: Credit default swap, reduced form model, Sato process, time-changed Levy process, cumulative hazard,
The lead–lag relation between VIX futures and SPX futures,
Christine Bangsgaard and Thomas Kokholm,
in Journal of Financial Markets
(2024)
Keywords: Lead–lag relation; High-frequency data; Cross-correlation; Price discovery; VIX futures hedging; Cross-market activity;
Central clearing of OTC derivatives: Bilateral vs multilateral netting,
Cont Rama and Kokholm Thomas,
in Statistics & Risk Modeling
(2014)
Keywords: Central clearing, networks, central counterparty, CCP, regulation, collateral, systemic risk, netting, OTC derivatives, OTC markets, risk management, Central clearing, networks, central counterparty, CCP, regulation, collateral, systemic risk, netting, OTC derivatives, OTC markets, risk management
Sato Processes in Default Modeling,
Thomas Kokholm and Elisa Nicolato,
from University of Aarhus, Aarhus School of Business, Department of Business Studies
(2009)
Keywords: credit default swap; reduced form model; Sato process; time-changed Lévy process; cumulative hazard
A Consistent Pricing Model for Index Options and Volatility Derivatives,
Rama Cont and Thomas Kokholm,
from University of Aarhus, Aarhus School of Business, Department of Business Studies
(2009)
Keywords: No keywords;
Expected shortfall and portfolio management in contagious markets,
Alice Buccioli, Thomas Kokholm and Marco Nicolosi,
in Journal of Banking & Finance
(2019)
Keywords: Hawkes process; Contagion; Expected shortfall; Back-testing; Portfolio management;
An asset protection scheme for banks exposed to troubled loan portfolios,
Anders Grosen, Pernille Jessen and Thomas Kokholm,
in Journal of Economics and Finance
(2014)
Keywords: Asset Protection Scheme, Asymmetric Information, Regulation, Credit Risk, Portfolio Credit Derivative, Normal Inverse Gaussian, G13, G21, G32, G38,
Asymptotics of robust utility maximization,
Thomas Knispel,
from arXiv.org
(2012)
Statistical pairwise interaction model of stock market,
Thomas Bury,
from arXiv.org
(2014)
Market structure explained by pairwise interactions,
Thomas Bury,
from arXiv.org
(2014)
A statistical physics perspective on criticality in financial markets,
Thomas Bury,
from arXiv.org
(2014)
Collective behaviours in the stock market -- A maximum entropy approach,
Thomas Bury,
from arXiv.org
(2014)
The Theory of a Heliospheric Economy,
Thomas Tarler,
from arXiv.org
(2017)
A Review of Moral Markets: the Critical Role of Values in the Economy, Edited by Paul J. Zak, Princeton/Oxford, Princeton University Press, 2008, 386 pp,
Thomas Wells,
in The Journal of Philosophical Economics
(2009)
Sismondi: A Neglected Pioneer,
Thomas Sowell,
in History of Political Economy
(1972)
Keywords: Jean Charles Leonard de Sismondi
On Treating Medical Practices as Process - Ethical Comment on Michael Imhoff,
Thomas Spitzley,
in Homo Oeconomicus
(2002)
Rationale Akteure in der soziologischen Analyse,
Thomas Voss,
in Homo Oeconomicus
(1983)
Those Who Only Remember the Past May Be Doomed to Repeat Its Mistakes,
Thomas Havrilesky,
in Journal of Forensic Economics
(1989)
The Misapplication of the Hedonic Damages Concept to Wrongful Death and Personal Injury Litigation,
Thomas Havrilesky,
in Journal of Forensic Economics
(1993)
The Persistent Misapplication Of The “Hedonic Damages” Concept To Wrongful Death And Personal Injury Litigation,
Thomas Havrilesky,
in Journal of Forensic Economics
(1995)
Why Inflation-Indexed Securities Are Not Poorly Suited For Discounting A Future Earnings Stream,
Thomas Ireland,
in Journal of Forensic Economics
(1998)
WHY DO FIRMS TERMINATE OVERFUNDED PENSION PLANS?,
J.K. Thomas,
from Columbia - Graduate School of Business
(1988)
Keywords: pension funds ; enterprises ; wealth
UNUSUAL PATTERNS IN REPORTED EARNINGS,
J.K. Thomas,
from Columbia - Graduate School of Business
(1988)
Keywords: enterprises ; profit ; wages
ASYMMETRIES IN ENTRY COMPETENCE: A REVISIONIST ANALYSIS OF THE RTE CEREALS INDUSTRY,
L.G. Thomas,
from Columbia - Graduate School of Business
(1989)
Keywords: asymmetry ; industry ; cereals ; pricing ; enterprises ; econometrics
Can Bounded Expectations of Output Be Estimated by the Kalman Filter?,
D.G. Thomas,
from University of Hertfordshire - Business Schoool
(1995)
Keywords: EXPECTATIONS
Have Working-Class Americans Always Been Low Savers? Savings and Accumulation Before the Advent of Social Insurance: The United States, 1885-1910,
M. Thomas,
from Houston - Department of Economics
(1998)
Keywords: SAVINGS ; HISTORICAL ANALYSIS
Responsabilité sociale des entreprises, régulation et diversité du capitalisme,
Thomas Lamarche,
in Revue de la Régulation - Capitalisme, institutions, pouvoirs
(2011)
« Économistes atterrés »: l’heure de l’engagement ?,
Thomas Coutrot,
in Revue de la Régulation - Capitalisme, institutions, pouvoirs
(2010)
¿Qué es la justicia global?,
Thomas Pogge,
in Revista de Economía Institucional
(2008)
Keywords: global inequality, globalization, institutional order, international recognition, justice, poverty, sovereignty
Das Internet in der VR China (Teil 1): Aufbau einer Informationsinfrastruktur,
Thomas Simona,
in Journal of Current Chinese Affairs - China aktuell
(1999)
Das Internet in der VR China. (Teil 2): Nutzung und Inhalte von Online-Medien,
Thomas Simona,
in Journal of Current Chinese Affairs - China aktuell
(1999)
Revidierte Fassung des Ehegesetzes der Volksrepublik China,
Thomas Heberer,
in Journal of Current Chinese Affairs - China aktuell
(2001)
Parteitage, Parteiführer und Führungs- wechsel in der KP Chinas,
Thomas Kampen,
in Journal of Current Chinese Affairs - China aktuell
(2001)
Von Chen Duxiu bis Jiang Zemin -- Auslandsstudenten in der chinesischen KP-Führung,
Thomas Kampen,
in Journal of Current Chinese Affairs - China aktuell
(2002)
Parteitage, Parteiführer und Führungs- wechsel in der KP Chinas,
Thomas Kampen,
in Journal of Current Chinese Affairs - China aktuell
(2002)
Die Reorganisation städtischer Wohnviertel im Lichte kommunitaristischer und partizipativer Vorstellungen,
Thomas Heberer,
in Journal of Current Chinese Affairs - China aktuell
(2003)
China sucht nach mehr Einfluss in Lateinamerika - Taiwan kämpft um die Aufrechterhaltung seiner diplomatischen Anerkennung,
Thomas Cieslik,
in Journal of Current Chinese Affairs - China aktuell
(2004)
Die Wirtschaftsbeziehungen zwischen China und Lateinamerika: Mehr als große Hoffnungen?,
Thomas Pohl,
in Journal of Current Chinese Affairs - China aktuell
(2005)
Administration, Censorship and Control in the Chinese Media: The State of the Art,
Thomas Scharping,
in Journal of Current Chinese Affairs - China aktuell
(2007)
Assessing Growth Performance in Uganda: A contest between Data Sources and Data Type,
Thomas Bwire,
in Journal of Statistical and Econometric Methods
(2014)
Book Review: China modernizes: Threat to the West or Model for the Rest?,
Thomas Förch,
in Aussenwirtschaft
(2009)
Foreign investment issues in the Australia-United States Free Trade Agreement,
Thomas Westcott,
in Economic Roundup
(2005)
Keywords: AUSFTA, foreign investment, trade agreements
The Information Explosion, Technological Innovativeness and the Competitive Ethic,
Thomas Havrilesky,
in Land Economics
(1972)
Cost-Benefit Analysis for Evaluating Transportation Proposals: Los Angeles Case Study,
Thomas Peterson,
in Land Economics
(1975)
L'Angleterre au cœur des financements internationaux,
Mark Thomas,
in Revue d'Économie Financière
(1990)
Escroqueries financières en Russie,
Thomas Motte,
in Revue d'Économie Financière
(1997)
Organismes publics face au secteur libre dans la commercialisation des produits vivriers: le cas du Cameroun,
Thomas Defo,
in Économie rurale
(1989)
Le déséquilibre des forces économiques,
Thomas Balogh,
in Revue Économique
(1955)
Biodiversité, biotechnologies et savoirs traditionnels. Du patrimoine commun de l'humanité aux ABS,
Frédéric Thomas,
in Revue Tiers Monde
(2006)
Flamant (Maurice) - Histoire économique et sociale contemporaine,
Guggenheim Thomas,
in Revue Économique
(1978)
Lorsque les réseaux d'information deviendront des bourses,
Thomas Serval,
in Revue Économique
(2001)
Les messageries électroniques et les services dans les pays du Tiers Monde,
Thomas Jacobson,
in Revue Tiers Monde
(1994)
Analyse coûts-bénéfices du réglement européen durcissant les conditions de transport maritime dhydrocarbures,
Thomas Groh,
in Économie et Prévision
(2005)
Analytic Philosophy and Human Life (segue traduzione italiana),
Thomas Nagel,
in Economia politica
(2009)
La via dell'imprenditorialità nel Mezzogiorno: alcune ipotesi a confronto,
A. Thomas,
in Rivista economica del Mezzogiorno
(2000)
Academic media literacy and the role of universities,
Thomas Pfeffer,
in Perspectives of Innovation in Economics and Business (PIEB)
(2014)
Keywords: Academic literacy, media literacy, student centered learning, university organization
Examination of Dr Smith's System,
Thomas Brown,
in Econ Journal Watch
(2017)
Keywords: Adam Smith, sympathy, moral sentiments
15 millions d'automobiles en 1975,
Christiane Thomas,
in Économie et Statistique
(1970)
Les échanges agroalimentaires de 1992 à 2002,
Gérard Thomas,
in Économie et Statistique
(2005)
Chapter 12 - A Private Contractor's Approach to Decommissioning Costs,
Thomas LaGuardia,
in The Energy Journal
(1991)
JEEMS – A new deal,
Thomas Steger,
in Journal of East European Management Studies
(2017)
Financialisation of wages and works councils’ policy: Profit sharing in the German metalworking and electrical engineering industries,
Thomas Haipeter,
in management revue - Socio-Economic Studies
(2016)
Keywords: profit sharing, works councils, financialisation
Das Arbeitsrecht der Zukunft im globalen Wettbewerb,
Thomas Dieterich,
in WSI-Mitteilungen
(2007)
Buchbesprechung,
Thomas Weiß,
in WSI-Mitteilungen
(2013)
Männerpolitik und Antifeminismus,
Thomas Gesterkamp,
in WSI-Mitteilungen
(2015)
Turkey as an energy hub for the Southern Gas Corridor,
Thomas Batten,
in SEER Journal for Labour and Social Affairs in Eastern Europe
(2014)
Rechtsweg bei Lieferungs- und Leistungsverträgen zwischen Beschaffungsbehörden und ihren Bedarfsträgern,
Thomas Elbel,
in ZögU - Zeitschrift für öffentliche und gemeinwirtschaftliche Unternehmen
(2010)
Gibt es eine Pflicht zur Bedarfsdeckung bei einer zentralisierten Beschaffungsbehörde?,
Thomas Elbel,
in ZögU - Zeitschrift für öffentliche und gemeinwirtschaftliche Unternehmen
(2013)
Das Recht auf Zugang zu Dienstleistungen von allgemeinem wirtschaftlichem Interesse,
Thomas Mann,
in ZögU - Zeitschrift für öffentliche und gemeinwirtschaftliche Unternehmen
(2005)
Erneuerung aus der Defensive? Gewerkschaftliche Perspektiven der Tarifabweichung,
Thomas Haipeter,
in WSI-Mitteilungen
(2010)
Verwaltungsethik in der Praxis - ‘Harte’ und ‘weiche’ Gesichtspunkte,
Thomas Faust,
in Zeitschrift für Wirtschafts- und Unternehmensethik - Journal for Business, Economics & Ethics
(2008)
Keywords: Public Management, Governance, Verwaltungskultur, Diversity, Remonstration, Whistleblowing, Dialektik, Topologie
Wirtschaftsethik und Moralentwicklung. Individuelle und konzeptionelle Voraussetzungen fuer moralisches wirtschaftliches Handeln (Business Ethics and Moral Development – Individual and Conceptional Prerequisites for Moral Acting in Business),
Thomas Bienengraeber,
in Zeitschrift für Wirtschafts- und Unternehmensethik - Journal for Business, Economics & Ethics
(2010)
Keywords: Business Ethics, Moral Development, Vocational Education, Moral Psychology
Kulturalistische Wirtschaftsethik – Grundzuege einer Theorie der Anwendung (Cultural Business Ethics. A Theory of Application),
Thomas Beschorner,
in Zeitschrift für Wirtschafts- und Unternehmensethik - Journal for Business, Economics & Ethics
(2013)
Keywords: Business Ethics, Theory of Action, Theory of Institution, Governance, Culture, Cultural Studies
Ethik als Praxis,
Thomas Beschorner,
in Zeitschrift für Wirtschafts- und Unternehmensethik - Journal for Business, Economics & Ethics
(2018)
U.S. Airline Antitrust Policy and Empty Core Disequilibrium,
Thomas Tacker,
in Journal of Private Enterprise
(2009)
Keywords: Competition; Antitrust Law; Empty core
Robertson, Money, and Monetarism,
Thomas Wilson,
in Journal of Economic Literature
(1980)
The Concentration of Power in a Single Hand: Administrative Centralization and State and Local Drug Enforcement Policy in the United States, 1995–2016,
Thomas Savidge,
in Journal of Private Enterprise
(2019)
Keywords: drug prohibition, Tocqueville, administrative centralization, police centralization, social trust, democratic despotism
Imbalances in China: is growth in peril from a housing market downturn?,
Thomas Nielsen,
in Economic Bulletin Boxes
(2018)
Keywords: China, housing market, imbalances
Research on Economic Education: How Well Is It Answering the Questions Asked?,
Thomas Johnson,
in American Economic Review
(1979)
American Taxation of Multinational Firms,
Thomas Horst,
in American Economic Review
(1977)
American Multinationals and the U.S. Economy,
Thomas Horst,
in American Economic Review
(1976)
The Industrial Composition of U.S. Exports and Subsidiary Sales to the Canadian Market: Reply,
Thomas Horst,
in American Economic Review
(1975)
Private Equity: An Eye for Investment under African Skies?,
Thomas Dickinson,
from OECD Publishing
(2008)
Le capital-investissement: À la pointe des opportunités sous les cieux africains ?,
Thomas Dickinson,
from OECD Publishing
(2008)
Inklusive Solidarität als Antwort der Gewerkschaft en auf den Rechtspopulismus,
Thomas Fischer,
in WSI-Mitteilungen
(2019)
Exploration and the Listed Resource Sector,
Thomas Williams,
in RBA Bulletin (Print copy discontinued)
(2012)
Keywords: Exploration; Explorer; Junior explorer; Juniors; Resource sector; Resources; Listed equity; Equity funding; ASX
Transnationale Artikulation von Arbeitnehmerinteressen im Weltbetriebsrat von VW,
Thomas Haipeter,
in WSI-Mitteilungen
(2019)
Corporate Social Responsibility in the Dock. How Persuasive Strategies Support Verbal Accounts in the Event of Loss of TrustArticle received: September 30, 2017Revised version accepted after double blind review: February 11, 2019,
Thomas Hermann,
in management revue - Socio-Economic Studies
(2019)
The Economic Effects of the War in Vietnam,
Thomas Riddell,
in Review of Radical Political Economics
(1970)
Comparative Analysis of Agricultural Transportation and Logistics Systems in the United States and Argentina, A,
Thomas Goldsby,
from Center for Agricultural and Rural Development (CARD) at Iowa State University
(2000)
Solidarität unter Fremden? Europäische Identität im Härtetest,
Thomas Risse,
from Free University Berlin
(2013)
Keywords: identity; democracy; European identity; Europeanization; Europeanization; legitimacy; nationality
Book Review: Reducing Inequalities in Europe: How Industrial Relations and Labour Policies Can Close the Gap Edited by Daniel Vaughan-Whitehead,
Thomas Prosser,
in ILR Review
(2019)