Found: 9
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On the use of measure-valued strategies in bond markets.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 1, p. 87, doi. 10.1007/s00780-003-0102-7
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- Publication type:
- Article
A link between complete models with stochastic volatility and ARCH models.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 1, p. 111, doi. 10.1007/s00780-003-0103-6
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- Publication type:
- Article
Some calculations for Israeli options.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 1, p. 73, doi. 10.1007/s00780-003-0104-5
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- Publication type:
- Article
Optimal portfolios when stock prices follow an exponential Lévy process.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 1, p. 17, doi. 10.1007/s00780-003-0105-4
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- Publication type:
- Article
Convergence of utility functions and convergence of optimal strategies.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 1, p. 133, doi. 10.1007/s00780-003-0106-3
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- Publication type:
- Article
Large portfolio losses.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 1, p. 3, doi. 10.1007/s00780-003-0107-2
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- Publication type:
- Article
Hazard rate for credit risk and hedging defaultable contingent claims.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 1, p. 145, doi. 10.1007/s00780-003-0108-1
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- Publication type:
- Article
On the Malliavin approach to Monte Carlo approximation of conditional expectations.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 1, p. 45, doi. 10.1007/s00780-003-0109-0
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- Publication type:
- Article
Editorial.
- Published in:
- 2004
- By:
- Publication type:
- Editorial