Works matching IS 09492984 AND DT 2012 AND VI 16 AND IP 2
Results: 8
A pure martingale dual for multiple stopping.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 319, doi. 10.1007/s00780-010-0149-1
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- Article
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 225, doi. 10.1007/s00780-010-0152-6
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- Article
Strict local martingale deflators and valuing American call-type options.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 275, doi. 10.1007/s00780-011-0155-y
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- Article
Variance swaps on time-changed Lévy processes.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 335, doi. 10.1007/s00780-011-0157-9
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- Article
An example of a stochastic equilibrium with incomplete markets.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 177, doi. 10.1007/s00780-011-0161-0
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- Article
Singular risk-neutral valuation equations.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 249, doi. 10.1007/s00780-011-0166-8
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- Article
Irreversible investment in oligopoly.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 207, doi. 10.1007/s00780-011-0168-6
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- Article
Maximum entropy distributions inferred from option portfolios on an asset.
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- Finance & Stochastics, 2012, v. 16, n. 2, p. 293, doi. 10.1007/s00780-011-0167-7
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- Article