Works matching IS 09492984 AND DT 2004 AND VI 8 AND IP 4
Results: 7
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 4, p. 553, doi. 10.1007/s00780-004-0132-9
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- Article
Stochastic orders in dynamic reinsurance markets.
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- Finance & Stochastics, 2004, v. 8, n. 4, p. 479, doi. 10.1007/s00780-004-0130-y
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- Article
An approximation pricing algorithm in an incomplete market: A differential geometric approach.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 4, p. 501, doi. 10.1007/s00780-004-0128-5
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- Article
Vector-valued coherent risk measures.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 4, p. 531, doi. 10.1007/s00780-004-0127-6
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- Article
Maturity cycles in implied volatility.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 4, p. 451, doi. 10.1007/s00780-004-0126-7
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- Article
Wealth-path dependent utility maximization in incomplete markets.
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- Finance & Stochastics, 2004, v. 8, n. 4, p. 579, doi. 10.1007/s00780-004-0125-8
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- Article
On the law of one price.
- Published in:
- Finance & Stochastics, 2004, v. 8, n. 4, p. 525, doi. 10.1007/s00780-004-0124-9
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- Article