Works matching IS 09492984 AND DT 2003 AND VI 7 AND IP 3
Results: 8
The rate of convergence of the binomial tree scheme.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 3, p. 337, doi. 10.1007/s007800200094
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- Article
Optimal investment for investors with state dependent income, and for insurers.
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- Finance & Stochastics, 2003, v. 7, n. 3, p. 299, doi. 10.1007/s007800200095
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- Article
Modeling the term structure of interest rates with general short-rate models.
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- Finance & Stochastics, 2003, v. 7, n. 3, p. 323, doi. 10.1007/s007800200088
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- Article
A semilinear Black and Scholes partial differential equation for valuing American options.
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- Finance & Stochastics, 2003, v. 7, n. 3, p. 277, doi. 10.1007/s007800200091
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- Article
On a test for a parametric form of volatility in continuous time financial models.
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- Finance & Stochastics, 2003, v. 7, n. 3, p. 363, doi. 10.1007/s007800200087
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- Article
A semimartingale BSDE related to the minimal entropy martingale measure.
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- Finance & Stochastics, 2003, v. 7, n. 3, p. 385, doi. 10.1007/s007800200090
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- Article
On the closedness of sums of convex cones in ...
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 3, p. 403, doi. 10.1007/s007800200089
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- Article
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes.
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- Finance & Stochastics, 2003, v. 7, n. 3, p. 413
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- Article