Works matching IS 09492984 AND DT 1999 AND VI 3 AND IP 1
Results: 6
Stock market prices and long-range dependence.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 1, p. 1, doi. 10.1007/s007800050049
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- Publication type:
- Article
Turnpike behavior of long-term investments.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 1, p. 15, doi. 10.1007/s007800050050
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- Article
A closed-form solution to the problem of super-replication under transaction costs.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 1, p. 35
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- Article
Connecting discrete and continuous path-dependent options.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 1, p. 55, doi. 10.1007/s007800050052
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- Article
Dynamic programming and mean-variance hedging.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 1, p. 83, doi. 10.1007/s007800050053
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- Article
Hedging contingent claims on semimartingales.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 1, p. 111, doi. 10.1007/s007800050054
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- Publication type:
- Article