Quantitative Finance
F-series
Date：
Number：CARF-F-384
Working Papers
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Items 201 to 250 of 658
Quantitative Finance
F-series
Date：
Number：CARF-F-383
Style Analysis with Particle Filtering and Generalized Simulated Annealing (Forthcoming in International Journal of Financial Engeneering)
Quantitative Finance
F-series
Date：
Number：CARF-F-382
A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance (Subsequently published in “European Journal of Operational Research”)
The Financial System
F-series
Date：
Number：CARF-F-381
Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory
Quantitative Finance
F-series
Date：
Number：CARF-F-380
Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity (Forthcoming in "International Journal of Hospitality Management")
Macrofinance
F-series
Date：
Number：CARF-F-379
Three “Seismic Shifts” in the Global Economy and Policy Challenges
Quantitative Finance
F-series
Date：
Number：CARF-F-378
A General Framework for the Benchmark pricing in a Fully Collateralized Market (formerly titled as Choice of Collateral Currecy Updated” carf-f-371; Forthcoming in Journal of Financial Engineering)”
Quantitative Finance
F-series
Date：
Number：CARF-F-377
An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models (Subsequently published in Stochastics)
Quantitative Finance
F-series
Date：
Number：CARF-F-376
Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability
Quantitative Finance
F-series
Date：
Number：CARF-F-375
Price Impacts of Imperfect Collateralization (Revised version of CARF-F-355; Subsequently published in “International Journal of Financial Engineering”)
The Financial System
F-series
Date：
Number：CARF-F-374
Financial Disintermediation and Financial Fragility
Macrofinance
F-series
Date：
Number：CARF-F-373
Currency intervention and the global portfolio balance effect: Japanese lessons
Quantitative Finance
F-series
Date：
Number：CARF-F-372
Asymptotic Expansion for Forward-Backward SDEs with Jumps
Quantitative Finance
F-series
Date：
Number：CARF-F-371
Choice of Collateral Currency Updated -A market model for the benchmark pricing-
Accounting
F-series
Date：
Number：CARF-F-370
The role of accounting conservatism in executive compensation contracts (Forthcoming in Journal of Business Finance and Accounting)
Accounting
F-series
Date：
Number：CARF-F-369
Managerial discretion over initial earnings forecasts “Forthcoming in Pacific-Basin Finance Journal”
Accounting
F-series
Date：
Number：CARF-F-368
Management Earnings Forecasts as a Performance Target in Executive Compensation Contracts (Forthcoming in Journal of Accounting, Auditing and Finance)
Accounting
F-series
Date：
Number：CARF-F-367
Credibility of management earnings forecasts and future returns
Macrofinance
F-series
Date：
Number：CARF-F-366
Novel and topical business news and their impact on stock market activities
Quantitative Finance
F-series
Date：
Number：CARF-F-365
Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models
Macrofinance
F-series
Date：
Number：CARF-F-364
Replicating Japan’s CPI Using Scanner Data
Quantitative Finance
F-series
Date：
Number：CARF-F-363
An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver (Forthcoming in International Journal of Financial Engineering”)”
Macrofinance
F-series
Date：
Number：CARF-F-362
Structure of global buyer-supplier networks and its implications for conflict minerals regulations
Quantitative Finance
F-series
Date：
Number：CARF-F-361
An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Revised version of CARF-F-336; Subsequently published in “Journal of Computational and Applied Mathematics”)
Quantitative Finance
F-series
Date：
Number：CARF-F-360
Optimal Position Management for a Market Maker with Stochastic Price Impacts
The Financial System
F-series
Date：
Number：CARF-F-359
Connected Price Dynamics with Revealed Preferences and Auctioneer’s Discretionin VCG Combinatorial Auction (Published in the B. E. Journal of Theoretical Economics 18 (1), 2018.)
Quantitative Finance
F-series
Date：
Number：CARF-F-358
A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Revised version of CARF-F-335; Forthcoming in Annals of Applied Probability)
The Financial System
F-series
Date：
Number：CARF-F-357
Optimal Mechanism Design: Type-Independent Preference Orderings (Published in the Japanese Economic Review 69 (4), 2018.)
Quantitative Finance
F-series
Date：
Number：CARF-F-356
Asymptotic Expansion Approach in Finance (Forthcoming in “Large Deviations and Asymptotic Methods in Finance,” Springer Proceedings in Mathematics and Statistics, Vol. 110, 2015, Springer.)
Quantitative Finance
F-series
Date：
Number：CARF-F-355
Price Impacts of Imperfect Collateralization (Revised as CARF-F-375 in November 2015)
Macrofinance
F-series
Date：
Number：CARF-F-354
MULTI-BELIEF RATIONAL-EXPECTATIONS EQUILIBRIA: INDETERMINACY, COMPLEXITY AND SUSTAINED DEFLATION
Macrofinance
F-series
Date：
Number：CARF-F-353
Buyer-Supplier Networks and Aggregate Volatility
Quantitative Finance
F-series
Date：
Number：CARF-F-352
An FBSDE approach to American option pricing with an interacting particle method (Revised version of CARF-F-302; Forthcoming in Asia-Pacific Financial Markets”)”
Macrofinance
F-series
Date：
Number：CARF-F-351
Working Less and Bargain Hunting More:Macro Implications of Sales during Japan’s Lost Decades
Quantitative Finance
F-series
Date：
Number：CARF-F-350
A New Improvement Scheme for Approximation Methods ofProbability Density Functions(Revised version of CARF-F-305; Forthcoming in "Journal of Computational Finance")
Quantitative Finance
F-series
Date：
Number：CARF-F-349
A Semi-group Expansion for Pricing Barrier Options (Revised version of CARF-F-271; Forthcoming in “International Journal of Stochastic Analysis”)
Quantitative Finance
F-series
Date：
Number：CARF-F-348
Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows (Revised version of CARF-F-338; Forthcoming in "Quantitative Finance")
Quantitative Finance
F-series
Date：
Number：CARF-F-347
On Error Estimates for Asymptotic Expansions with Malliavin Weights -Application to Stochastic Volatility Model- (Revised version of CARF-F-324; Forthcoming in “Mathematics of Operations Research”, Revised in September 2014)
The Financial System
F-series
Date：
Number：CARF-F-346
Beauty Contests and Fat Tails in Financial Markets
F-series
Date：
Number：CARF-F-345
Complexity of Payment Network
Macrofinance
F-series
Date：
Number：CARF-F-344
Safe Asset Shortages and Asset Price Bubbles
Quantitative Finance
F-series
Date：
Number：CARF-F-343
A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing (Revised in December 2014; Forthcoming in “Quantitative Finance”)
Macrofinance
F-series
Date：
Number：CARF-F-342
Estimating Daily Inflation Using Scanner Data: A Progress Report
Quantitative Finance
F-series
Date：
Number：CARF-F-341
A New Improvement Scheme for Approximation Methods of Probability Density Functions
F-series
Date：
Number：CARF-F-340
Speculative Attacks with Multiple Targets
Macrofinance
F-series
Date：
Number：CARF-F-339
The Structure and Evolution of Buyer-Supplier Networks
Quantitative Finance
F-series
Date：
Number：CARF-F-338
Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows (Revised as CARF-F-348)
Macrofinance
F-series
Date：
Number：CARF-F-337
LIQUIDITY PREFERENCE AND KNIGHTIAN UNCERTAINTY
Quantitative Finance
F-series
Date：
Number：CARF-F-336
Pricing Basket Options under Local Stochastic Volatility with Jumps (Revised in May 2014)
Quantitative Finance
F-series
Date：
Number：CARF-F-335