Works matching IS 09492984 AND DT 2003 AND VI 7 AND IP 1
Results: 6
Random step functions model for interest rates.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 1, p. 123, doi. 10.1007/s007800200080
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- Publication type:
- Article
A monetary value for initial information in portfolio optimization.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 1, p. 29, doi. 10.1007/s007800200075
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- Publication type:
- Article
Continuous auctions and insider trading: uniqueness and risk aversion.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 1, p. 47, doi. 10.1007/s007800200078
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- Article
Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 1, p. 73, doi. 10.1007/s007800200079
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- Publication type:
- Article
Optimal dynamic reinsurance policies for large insurance portfolios.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 1, p. 97, doi. 10.1007/s007800200073
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- Publication type:
- Article
Numerical solution of jump-diffusion LIBOR market models.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 1, p. 1, doi. 10.1007/s007800200076
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- Publication type:
- Article