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X
Seco, Luis
541  Ergebnisse:
Personensuche X
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1

A CEEMD-ARIMA-SVM model with structural breaks to forecast ..:

Cheng, Yuxiang ; Yi, Jiayu ; Yang, Xiaoguang..
Soft Computing.  26 (2022)  17 - p. 8537-8551 , 2022
Link: https://doi.org/10.1007/..
 
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2

On Arbitrage-Free Pricing in Numeraire-Free Markets: With A..:

, In: Financial Mathematics and Fintech; Proceedings of the First International Forum on Financial Mathematics and Financial Technology,
Mostovoy, Jonathan ; Domínguez, Tomás ; Seco, Luis - p. 21-33 , 2021
Link: https://doi.org/10.1007/..
 
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3

Option-like properties in the distribution of hedge fund re..:

Denk, Katharina ; Djerroud, Ben ; Seco, Luis..
Frontiers of Engineering Management.  7 (2020)  2 - p. 275-286 , 2020
Link: https://doi.org/10.1007/..
 
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4

Optimal fee structures in hedge funds:

Escobar-Anel, Marcos ; Höhn, Vincent ; Seco, Luis.
Journal of Asset Management.  19 (2018)  7 - p. 522-542 , 2018
Link: https://doi.org/10.1057/..
 
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5

Pricing Shared-Loss Hedge Fund Fee Structures:

, In: Innovations in Derivatives Markets; Springer Proceedings in Mathematics & Statistics,
Djerroud, Ben ; Saunders, David ; Seco, Luis. - p. 369-383 , 2016
Link: https://doi.org/10.1007/..
 
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6

Portfolio optimization in hedge funds by OGARCH and Markov ..:

Luo, Cuicui ; Seco, Luis ; Wu, Lin-Liang Bill
Omega.  57 (2015)  - p. 34-39 , 2015
Link: https://doi.org/10.1016/..
 
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7

Multidimensional Structural Credit Modeling under Stochasti..:

Escobar, Marcos ; Friederich, Tim ; Seco, Luis.
ISRN Probability and Statistics.  2013 (2013)  - p. 1-12 , 2013
Link: https://doi.org/10.1155/..
 
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8

Algorithmic estimation of risk factors in financial markets..:

Hernández, Janko ; Saunders, David ; Seco, Luis
Computers & Operations Research.  39 (2012)  4 - p. 820-828 , 2012
Link: https://doi.org/10.1016/..
 
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9

CreditGrades Framework within Stochastic Covariance Models:

Escobar, Marcos ; Arian, Hamidreza ; Seco, Luis
Journal of Mathematical Finance.  2 (2012)  4 - p. 303-313 , 2012
Link: https://doi.org/10.4236/..
 
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10

Valuation of multi-dimensional derivatives in a stochastic ..:

Götz, Barbara , 2011
Link: http://nbn-resolving.de/..
 
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11

Portfolio Optimization in a Multidimensional Structural-Def..:

Escobar, Marcos ; Hieber, Peter ; Scherer, Matthias.
The Journal of Private Equity.  15 (2011)  1 - p. 26-35 , 2011
Link: https://www.jstor.org/st..
 
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12

Risk modeling in crude oil market: a comparison of Markov s..:

Luo, Cuicui ; Seco, Luis A. ; Wang, Haofei..
Kybernetes.  39 (2010)  5 - p. 750-769 , 2010
Link: https://doi.org/10.1108/..
 
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13

Pricing a CDO on stochastically correlated underlyings:

Escobar, Marcos ; Götz, Barbara ; Seco, Luis.
Quantitative Finance.  10 (2009)  3 - p. 265-277 , 2009
Link: https://doi.org/10.1080/..
 
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14

Using equity options to imply credit information:

Elkhodiry, Angie ; Paradi, Joseph ; Seco, Luis
Annals of Operations Research.  185 (2009)  1 - p. 45-73 , 2009
Link: https://doi.org/10.1007/..
 
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15

Single and Double Black–Cox: Two approaches for modelling d..:

Abínzano, Isabel ; Seco, Luis ; Escobar, Marcos.
Economic Modelling.  26 (2009)  5 - p. 910-917 , 2009
Link: https://doi.org/10.1016/..
 
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