Works matching IS 09492984 AND DT 2005 AND VI 9 AND IP 3
Results: 8
Bond market completeness and attainable contingent claims.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 429, doi. 10.1007/s00780-005-0156-9
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- Article
Integro-differential equations for option prices in exponential Lévy models.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 299, doi. 10.1007/s00780-005-0153-z
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- Article
Representation formulas for Malliavin derivatives of diffusion processes.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 349, doi. 10.1007/s00780-004-0151-6
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- Article
Coherent and convex monetary risk measures for unbounded cádlág processes.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 369, doi. 10.1007/s00780-004-0150-7
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- Article
An entropy approach to the Stein and Stein model with correlation.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 399, doi. 10.1007/s00780-004-0149-0
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- Article
Pricing contingent claims with credit risk: Asymptotic expansion approach.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 415, doi. 10.1007/s00780-004-0147-2
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- Article
The Lévy LIBOR model.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 327, doi. 10.1007/s00780-004-0145-4
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- Article
A note on invariant measures for HJM models.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 389, doi. 10.1007/s00780-004-0143-6
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- Article