Found: 6
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Superreplication in stochastic volatility models and optimal stopping.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 2, p. 161, doi. 10.1007/s007800050010
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- Publication type:
- Article
Efficient hedging: Cost versus shortfall risk.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 2, p. 117
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- Publication type:
- Article
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 2, p. 147, doi. 10.1007/s007800050009
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- Publication type:
- Article
Discrete time option pricing with flexible volatility estimation.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 2, p. 189
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- Publication type:
- Article
Incompleteness of markets driven by a mixed diffusion.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 2, p. 209, doi. 10.1007/s007800050012
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- Article
Irreversible investment problems.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 2, p. 223
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- Article