Works matching IS 09492984 AND DT 1998 AND VI 2 AND IP 4
Results: 5
Robust hedging of the lookback option.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 4, p. 329, doi. 10.1007/s007800050044
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- Publication type:
- Article
Path dependent options on yields in the affine term structure model.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 4, p. 349, doi. 10.1007/s007800050045
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- Publication type:
- Article
Option pricing with transaction costs and a nonlinear Black-Scholes equation.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 4, p. 369, doi. 10.1007/s007800050046
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- Article
Lévy processes in finance: a remedy to the non-stationarity of continuous martingales.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 4, p. 399, doi. 10.1007/s007800050047
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- Publication type:
- Article
Optimization of consumption with labor income.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 4, p. 409, doi. 10.1007/s007800050048
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- Article