Works matching DE "SHADOW prices"


Results: 219
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    A NOTE ON UTILITY INDIFFERENCE PRICING.

    Published in:
    International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500370
    By:
    • GERER, JOHANNES;
    • DORFLEITNER, GREGOR
    Publication type:
    Article
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    A Matter of Time.

    Published in:
    Corporate Knights, 2014, v. 13, n. 1, p. 27
    By:
    • Simon, Bernard
    Publication type:
    Article
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    Asymptotics and duality for the Davis and Norman problem.

    Published in:
    Stochastics: An International Journal of Probability & Stochastic Processes, 2012, v. 84, n. 5/6, p. 625, doi. 10.1080/17442508.2011.619699
    By:
    • Gerhold, Stefan;
    • Muhle-Karbe, Johannes;
    • Schachermayer, Walter
    Publication type:
    Article
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