Works matching IS 09492984 AND DT 2003 AND VI 7 AND IP 4
Results: 7
Convergence of the equilibrium prices in a family of financial models.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 4, p. 491, doi. 10.1007/s007800200099
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- Article
A super-martingale property of the optimal portfolio process.
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- Finance & Stochastics, 2003, v. 7, n. 4, p. 433, doi. 10.1007/s007800200096
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- Article
Optimal dividend payouts for diffusions with solvency constraints.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 4, p. 457, doi. 10.1007/s007800200098
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- Article
Robust control and recursive utility.
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- Finance & Stochastics, 2003, v. 7, n. 4, p. 475, doi. 10.1007/s007800300100
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- Article
The interpolation of options.
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- Finance & Stochastics, 2003, v. 7, n. 4, p. 417, doi. 10.1007/s007800200093
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- Article
The minimal entropy martingale measures for geometric Lévy processes.
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- Finance & Stochastics, 2003, v. 7, n. 4, p. 509, doi. 10.1007/s007800200097
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- Article
Arbitrage in fractional Brownian motion models.
- Published in:
- Finance & Stochastics, 2003, v. 7, n. 4, p. 533, doi. 10.1007/s007800300101
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- Article