VALUATIONS AND DYNAMIC CONVEX RISK MEASURES.
- Published in:
- Mathematical Finance, 2008, v. 18, n. 1, p. 1, doi. 10.1111/j.1467-9965.2007.00320.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2008 AND VI 18 AND IP 1
Results: 9
1
2
ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE.
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- Mathematical Finance, 2008, v. 18, n. 1, p. 23, doi. 10.1111/j.1467-9965.2007.00321.x
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- Publication type:
- Article
3
OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION.
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- Mathematical Finance, 2008, v. 18, n. 1, p. 55, doi. 10.1111/j.1467-9965.2007.00322.x
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- Publication type:
- Article
4
CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET.
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- Mathematical Finance, 2008, v. 18, n. 1, p. 185, doi. 10.1111/j.1467-9965.2007.00328.x
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- Publication type:
- Article
5
SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS.
- Published in:
- Mathematical Finance, 2008, v. 18, n. 1, p. 115, doi. 10.1111/j.1467-9965.2007.00324.x
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- Publication type:
- Article
6
HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK–MERTON–SCHOLES?
- Published in:
- Mathematical Finance, 2008, v. 18, n. 1, p. 155, doi. 10.1111/j.1467-9965.2007.00326.x
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- Publication type:
- Article
7
A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION.
- Published in:
- Mathematical Finance, 2008, v. 18, n. 1, p. 171, doi. 10.1111/j.1467-9965.2007.00327.x
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- Publication type:
- Article
8
TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS.
- Published in:
- Mathematical Finance, 2008, v. 18, n. 1, p. 77, doi. 10.1111/j.1467-9965.2007.00323.x
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- Publication type:
- Article
9
SOLVABLE AFFINE TERM STRUCTURE MODELS.
- Published in:
- Mathematical Finance, 2008, v. 18, n. 1, p. 135, doi. 10.1111/j.1467-9965.2007.00325.x
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- Publication type:
- Article