Works matching IS 09492984 AND DT 2005 AND VI 9 AND IP 1
Results: 8
Valuation of American options in the presence of event risk.
- Published in:
- Finance & Stochastics, 2005, v. 9, n. 1, p. 89, doi. 10.1007/s00780-004-0141-8
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- Article
Completion of a Lévy market by power-jump assets.
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- Finance & Stochastics, 2005, v. 9, n. 1, p. 109, doi. 10.1007/s00780-004-0139-2
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- Article
Lévy term structure models: No-arbitrage and completeness.
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- Finance & Stochastics, 2005, v. 9, n. 1, p. 67, doi. 10.1007/s00780-004-0138-3
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- Article
An extension of mean-variance hedging to the discontinuous case.
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- Finance & Stochastics, 2005, v. 9, n. 1, p. 129, doi. 10.1007/s00780-004-0136-5
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- Article
A chaotic approach to interest rate modelling.
- Published in:
- Finance & Stochastics, 2005, v. 9, n. 1, p. 43, doi. 10.1007/s00780-004-0135-6
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- Article
On option pricing in binomial market with transaction costs.
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- Finance & Stochastics, 2005, v. 9, n. 1, p. 141, doi. 10.1007/s00780-004-0134-7
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- Article
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model.
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- Finance & Stochastics, 2005, v. 9, n. 1, p. 29, doi. 10.1007/s00780-004-0131-x
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- Article
Diversity and relative arbitrage in equity markets.
- Published in:
- Finance & Stochastics, 2005, v. 9, n. 1, p. 1, doi. 10.1007/s00780-004-0129-4
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- Article