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A valuation algorithm for indifference prices in incomplete markets.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 399, doi. 10.1007/s00780-003-0117-0
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- Publication type:
- Article
The financial value of a weak information on a financial market.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 415, doi. 10.1007/s00780-003-0116-1
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- Publication type:
- Article
Additional utility of insiders with imperfect dynamical information.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 437, doi. 10.1007/s00780-003-0119-y
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- Article
Lookback options and diffusion hitting times: A spectral expansion approach.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 373, doi. 10.1007/s00780-003-0120-5
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- Publication type:
- Article
Valuation of credit default swaps and swaptions.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 343, doi. 10.1007/s00780-004-0122-y
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- Publication type:
- Article
Liquidity risk and arbitrage pricing theory.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 311, doi. 10.1007/s00780-004-0123-x
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- Publication type:
- Article