Works matching IS 09492984 AND DT 2003 AND VI 7 AND IP 2
Results: 7
Exponential growth of fixed-mix strategies in stationary asset markets.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 2, p. 263, doi. 10.1007/s007800200081
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- Article
Using copulae to bound the Value-at-Risk for functions of dependent risks.
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- Finance & Stochastics, 2003, v. 7, n. 2, p. 145, doi. 10.1007/s007800200085
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- Article
A large deviations approach to optimal long term investment.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 2, p. 169, doi. 10.1007/s007800200082
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- Article
Indifference pricing of insurance contracts in a product space model.
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- Finance & Stochastics, 2003, v. 7, n. 2, p. 197, doi. 10.1007/s007800200086
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- Article
Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 2, p. 231, doi. 10.1007/s007800200077
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- Article
An optimal consumption model with stochastic volatility.
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- Finance & Stochastics, 2003, v. 7, n. 2, p. 245, doi. 10.1007/s007800200083
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- Article
Dividing gains between a client and her agent.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 2, p. 219, doi. 10.1007/s007800200084
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- Publication type:
- Article