Found: 7
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Pricing derivatives of American and game type in incomplete markets.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 2, p. 261, doi. 10.1007/s00780-003-0110-7
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- Article
An example of indifference prices under exponential preferences.
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- Finance & Stochastics, 2004, v. 8, n. 2, p. 229, doi. 10.1007/s00780-003-0112-5
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- Article
Computations of Greeks in a market with jumps via the Malliavin calculus.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 2, p. 161, doi. 10.1007/s00780-003-0111-6
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- Article
Asymptotic analysis for optimal investment and consumption with transaction costs.
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- Finance & Stochastics, 2004, v. 8, n. 2, p. 181, doi. 10.1007/s00780-003-0113-4
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- Article
A geometric approach to portfolio optimization in models with transaction costs.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 2, p. 207, doi. 10.1007/s00780-003-0114-3
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- Article
Multi-agent investment in incomplete markets.
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- Finance & Stochastics, 2004, v. 8, n. 2, p. 241, doi. 10.1007/s00780-003-0115-2
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- Publication type:
- Article
Asymmetric information and imperfect competition in a continuous time multivariate security model.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 2, p. 285, doi. 10.1007/s00780-003-0118-z
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- Article