Works matching IS 09492984 AND DT 2001 AND VI 5 AND IP 1
Results: 7
Editorial.
- Published in:
- 2001
- By:
- Publication type:
- Editorial
Bachelier and his times: A conversation with Bernard Bru.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 1, p. 3, doi. 10.1007/PL00000039
- By:
- Publication type:
- Article
Optimal investment in derivative securities.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 1, p. 33, doi. 10.1007/s007800000023
- By:
- Publication type:
- Article
A solution approach to valuation with unhedgeable risks.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 1, p. 61, doi. 10.1007/PL00000040
- By:
- Publication type:
- Article
Semimartingale representation of fractional Riesz-Bessel motion.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 1, p. 83, doi. 10.1007/PL00000041
- By:
- Publication type:
- Article
Apparent scaling.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 1, p. 103, doi. 10.1007/s007800000020
- By:
- Publication type:
- Article
A class of risk neutral densities with heavy tails.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 1, p. 115, doi. 10.1007/s007800000025
- By:
- Publication type:
- Article