Works matching IS 09492984 AND DT 2004 AND VI 8 AND IP 3
Results: 6
The financial value of a weak information on a financial market.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 415, doi. 10.1007/s00780-003-0116-1
- By:
- Publication type:
- Article
A valuation algorithm for indifference prices in incomplete markets.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 399, doi. 10.1007/s00780-003-0117-0
- By:
- Publication type:
- Article
Additional utility of insiders with imperfect dynamical information.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 437, doi. 10.1007/s00780-003-0119-y
- By:
- Publication type:
- Article
Lookback options and diffusion hitting times: A spectral expansion approach.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 373, doi. 10.1007/s00780-003-0120-5
- By:
- Publication type:
- Article
Valuation of credit default swaps and swaptions.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 343, doi. 10.1007/s00780-004-0122-y
- By:
- Publication type:
- Article
Liquidity risk and arbitrage pricing theory.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 3, p. 311, doi. 10.1007/s00780-004-0123-x
- By:
- Publication type:
- Article