Works matching IS 09492984 AND DT 2000 AND VI 4 AND IP 3
Results: 5
Options on a traded account: Vacation calls, vacation puts and passport options.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 3, p. 255, doi. 10.1007/s007800050073
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- Publication type:
- Article
Introduction to a theory of value coherent with the no-arbitrage principle.
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- Finance & Stochastics, 2000, v. 4, n. 3, p. 275, doi. 10.1007/s007800050074
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- Publication type:
- Article
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 3, p. 299, doi. 10.1007/s007800050075
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- Publication type:
- Article
Robustness of the Black-Scholes approach in the case of options on several assets.
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- Finance & Stochastics, 2000, v. 4, n. 3, p. 325
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- Article
Modelling of stock price changes: A real analysis approach.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 3, p. 343
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- Article