Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 97, doi. 10.1023/A:1010062625672
- By:
- Publication type:
- Article
Works matching IS 13872834 AND DT 1999 AND VI 6 AND IP 2
Results: 7
1
2
An Asymptotic Expansion Approach to Pricing Financial Contingent Claims.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 115, doi. 10.1023/A:1010080610650
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- Publication type:
- Article
3
Hedging American Options in Merton's Model: A Locally Risk Minimizing Approach.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 153, doi. 10.1023/A:1010036828397
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- Publication type:
- Article
4
Exotic Passport Options.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 171, doi. 10.1023/A:1010093029306
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- Publication type:
- Article
5
Evaluation of the Asian Option by the Dual Martingale Measure.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 183, doi. 10.1023/A:1010097114285
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- Publication type:
- Article
6
On a Robustness of Quantile Hedging: Complete Market's Case.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 195, doi. 10.1023/A:1010053300172
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- Publication type:
- Article
7
Announcement.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 203, doi. 10.1023/A:1017213820606
- Publication type:
- Article