Works matching IS 09492984 AND DT 2001 AND VI 5 AND IP 2
Results: 6
The relaxed investor and parameter uncertainty.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 2, p. 131, doi. 10.1007/PL00013532
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- Publication type:
- Article
Analytical value-at-risk with jumps and credit risk.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 2, p. 155, doi. 10.1007/PL00013531
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- Article
Coherent risk measures and good-deal bounds.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 2, p. 181, doi. 10.1007/PL00013530
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- Publication type:
- Article
Applications of Malliavin calculus to Monte-Carlo methods in finance. II.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 2, p. 201, doi. 10.1007/PL00013529
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- Publication type:
- Article
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 2, p. 237, doi. 10.1007/PL00013533
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- Publication type:
- Article
Utility maximization in incomplete markets with random endowment.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 2, p. 259
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- Publication type:
- Article