Works matching IS 09492984 AND DT 2000 AND VI 4 AND IP 1
Results: 7
Risk sensitive asset management with transaction costs.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 1, p. 1, doi. 10.1007/s007800050001
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- Article
Arbitrage-free discretization of lognormal forward Libor and swap rate models.
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- Finance & Stochastics, 2000, v. 4, n. 1, p. 35, doi. 10.1007/s007800050002
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- Article
Local time, coupling and the passport option.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 1, p. 69, doi. 10.1007/s007800050003
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- Article
Convergence of discrete time option pricing models under stochastic interest rates.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 1, p. 81, doi. 10.1007/s007800050004
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- Article
Pricing double barrier options using Laplace transforms.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 1, p. 95, doi. 10.1007/s007800050005
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- Article
Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 1, p. 105, doi. 10.1007/s007800050006
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- Publication type:
- Article
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 1, p. 109, doi. 10.1007/s007800050007
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- Publication type:
- Article