Works matching IS 09492984 AND DT 1998 AND VI 2 AND IP 3
Results: 5
Hedging American contingent claims with constrained portfolios.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 3, p. 215, doi. 10.1007/s007800050039
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- Publication type:
- Article
Local martingales and the fundamental asset pricing theorems in the discrete-time case.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 3, p. 259, doi. 10.1007/s007800050040
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- Publication type:
- Article
Implied interest rate pricing models.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 3, p. 275, doi. 10.1007/s007800050041
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- Publication type:
- Article
Optimal time to invest when the price processes are geometric Brownian motions.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 3, p. 295, doi. 10.1007/s007800050042
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- Publication type:
- Article
Functional convergence of Snell envelopes: Applications to American options approximations.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 3, p. 311, doi. 10.1007/s007800050043
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- Publication type:
- Article