Works matching IS 09492984 AND DT 2002 AND VI 6 AND IP 1
Results: 6
Editorial<AUG><AU>Dieter<SNM>Sondermann<ORF RID="A1"><AFF TYPE="ORG"><OID ID="A1"><OAD>Universtiy of Bonn<CNY CNYCODE="DE">.
- Published in:
- 2002
- By:
- Publication type:
- Editorial
Comments on the life and mathematical legacy of Wolfgang Doeblin<AUG><AU>Bernard<SNM>Bru<ORF RID="A1"><AU><FNMS>Marc<SNM>Yor<ORF RID="A2"><AFF TYPE="ORG"><OID ID="A1"><OAD>Laboratoire de Mathématiques appliquées, Université Paris V, ...
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 1, p. 3, doi. 10.1007/s780-002-8399-0
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- Publication type:
- Article
Fourier series method for measurement of multivariate volatilities<AUG><AU>Paul<SNM>Malliavin<ORF RID="A1"><AU><FNMS>Maria Elvira<SNM>Mancino<ORF RID="A2"><AFF TYPE="ORG"><OID ID="A1"><OAD>10 rue Saint Louis en l'Isle, 75004 Paris, France (e-mail: ...
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 1, p. 49, doi. 10.1007/s780-002-8400-6
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- Publication type:
- Article
Stochastic volatility, jumps and hidden time changes<AUG><AU>Hélyette<SNM>Geman<ORF RID="A1"><AU><FNMS>Dilip B.<SNM>Madan<ORF RID="A2"><AU><FNMS>Marc<SNM>Yor<ORF RID="A3"><AFF TYPE="ORG"><OID ID="A1"><OAD>University of Paris Dauphine and ESSEC...
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 1, p. 63, doi. 10.1007/s780-002-8401-3
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- Publication type:
- Article
Risk minimization under transaction costs<AUG><AU>Paolo<SNM>Guasoni<ORF RID="A1"><AFF TYPE="ORG"><OID ID="A1"><OAD>Bank of Italy, Research Department, Via Nazionale, 91, 00184 Roma, Italy (e-mail: guasoni@dm.unipi.it)<CNY CNYCODE="IT"><ABS>Abstract...
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 1, p. 91, doi. 10.1007/s780-002-8402-0
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- Publication type:
- Article
Derivative pricing based on local utility maximization<AUG><AU>Jan<SNM>Kallsen<ORF RID="A1"><AFF TYPE="ORG"><OID ID="A1"><OAD>Institut für Mathematische Stochastik, Universität Freiburg, Eckerstraße 1, 79104 Freiburg i. Br., Germany ...
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 1, p. 115, doi. 10.1007/s780-002-8403-x
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- Publication type:
- Article