Found: 15
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A Structural Model of Dynamic Market Timing.
- Published in:
- Review of Financial Studies, 2013, v. 26, n. 10, p. 2492, doi. 10.1093/rfs/hht028
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- Article
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications.
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- Review of Financial Studies, 2010, v. 23, n. 1, p. 25, doi. 10.1093/rfs/hhp040
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- Article
Dynamic Equilibrium with Liquidity Constraints.
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- Review of Financial Studies, 2003, v. 16, n. 2, p. 597, doi. 10.1093/rfs/hhg003
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- Article
CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS.
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- Mathematical Finance, 2005, v. 15, n. 4, p. 539, doi. 10.1111/j.1467-9965.2005.00250.x
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- Article
THE VALUATION OF AMERICAN OPTIONS ON MULTIPLE ASSETS.
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- Mathematical Finance, 1997, v. 7, n. 3, p. 241, doi. 10.1111/1467-9965.00032
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- Article
The Valuation of Volatility Options.
- Published in:
- European Finance Review, 2000, v. 4, n. 1, p. 21, doi. 10.1023/A:1009814324980
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- Article
On American VIX options under the generalized 3/2 and 1/2 models.
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- Mathematical Finance, 2018, v. 28, n. 2, p. 550, doi. 10.1111/mafi.12153
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- Article
A Monte Carlo Method for Optimal Portfolios.
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- Journal of Finance (Wiley-Blackwell), 2003, v. 58, n. 1, p. 401, doi. 10.1111/1540-6261.00529
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- Article
On the Optimal Hedge of a Nontraded Cash Position.
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- Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 1, p. 143, doi. 10.1111/j.1540-6261.1988.tb02594.x
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- Article
Aggregation, efficiency and mutual fund separation in incomplete markets.
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- Economic Theory, 1998, v. 11, n. 2, p. 443, doi. 10.1007/s001990050196
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- Article
Portfolio Selection: A Review.
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- Journal of Optimization Theory & Applications, 2014, v. 161, n. 1, p. 1, doi. 10.1007/s10957-012-0208-1
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- Article
An optimal stopping problem with a reward constraint.
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- Finance & Stochastics, 2012, v. 16, n. 3, p. 423, doi. 10.1007/s00780-012-0173-4
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- Article
Representation formulas for Malliavin derivatives of diffusion processes.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 349, doi. 10.1007/s00780-004-0151-6
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- Article
Asymptotic Properties of Monte Carlo Estimators of Derivatives.
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- Management Science, 2005, v. 51, n. 11, p. 1657, doi. 10.1287/mnsc.1050.0398
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- Article
The Valuation of American Options for a Class of Diffusion Processes.
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- Management Science, 2002, v. 48, n. 7, p. 917, doi. 10.1287/mnsc.48.7.917.2815
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- Article