Works matching IS 09492984 AND DT 2005 AND VI 9 AND IP 2
Results: 7
Inf-convolution of risk measures and optimal risk transfer.
- Published in:
- Finance & Stochastics, 2005, v. 9, n. 2, p. 269, doi. 10.1007/s00780-005-0152-0
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- Article
Robust utility maximization for complete and incomplete market models.
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- Finance & Stochastics, 2005, v. 9, n. 2, p. 151, doi. 10.1007/s00780-004-0148-1
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- Article
On the pricing of forward starting options in Heston’s model on stochastic volatility.
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- Finance & Stochastics, 2005, v. 9, n. 2, p. 233, doi. 10.1007/s00780-004-0146-3
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- Article
A note on Wick products and the fractional Black-Scholes model.
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- Finance & Stochastics, 2005, v. 9, n. 2, p. 197, doi. 10.1007/s00780-004-0144-5
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- Article
A simple model for credit migration and spread curves.
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- Finance & Stochastics, 2005, v. 9, n. 2, p. 211, doi. 10.1007/s00780-004-0140-9
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- Article
Satisfying convex risk limits by trading.
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- Finance & Stochastics, 2005, v. 9, n. 2, p. 177, doi. 10.1007/s00780-004-0137-4
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- Article
The Russian option: Finite horizon.
- Published in:
- Finance & Stochastics, 2005, v. 9, n. 2, p. 251, doi. 10.1007/s00780-004-0133-8
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- Article