Found: 8
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Arbitrage and investment opportunities.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 3, p. 305, doi. 10.1007/PL00013537
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- Publication type:
- Article
The numeraire portfolio for unbounded semimartingales.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 3, p. 327, doi. 10.1007/PL00013535
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- Publication type:
- Article
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 3, p. 275, doi. 10.1007/PL00013538
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- Publication type:
- Article
Fractional Brownian motion, random walks and binary market models.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 3, p. 343, doi. 10.1007/PL00013536
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- Publication type:
- Article
A deterministic–shift extension of analytically–tractable and time–homogeneous short–rate models.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 3, p. 369, doi. 10.1007/PL00013541
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- Publication type:
- Article
A general characterization of one factor affine term structure models.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 3, p. 389, doi. 10.1007/PL00013540
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- Publication type:
- Article
A note on calculating the optimal risky portfolio.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 3, p. 413
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- Publication type:
- Article
Discrete time hedging errors for options with irregular payoffs.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 3, p. 357, doi. 10.1007/PL00013539
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- Publication type:
- Article