Works matching IS 09492984 AND DT 1997 AND VI 1 AND IP 3
Results: 4
A note on the existence of unique equivalent martingale measures in a Markovian setting.
- Published in:
- Finance & Stochastics, 1997, v. 1, n. 3, p. 251, doi. 10.1007/s007800050024
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- Publication type:
- Article
On Leland's strategy of options pricing with transactions costs.
- Published in:
- Finance & Stochastics, 1997, v. 1, n. 3, p. 239, doi. 10.1007/s007800050023
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- Publication type:
- Article
An application of hidden Markov models to asset allocation problems.
- Published in:
- Finance & Stochastics, 1997, v. 1, n. 3, p. 229, doi. 10.1007/s007800050022
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- Publication type:
- Article
Weighted norm inequalities and hedging in incomplete markets.
- Published in:
- Finance & Stochastics, 1997, v. 1, n. 3, p. 181, doi. 10.1007/s007800050021
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- Publication type:
- Article