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Call Completeness Implies Completeness in the n-period Model of a Financial Market.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 2, p. 298, doi. 10.1007/s00780-006-0007-3
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- Article
Optimal Early Retirement Near the Expiration of a Pension Plan.
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- Finance & Stochastics, 2006, v. 10, n. 2, p. 204, doi. 10.1007/s00780-006-0003-7
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- Article
Asymmetric Information in Fads Models.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 2, p. 159, doi. 10.1007/s00780-006-0006-4
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- Article
Comparison of Option Prices in Semimartingale Models.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 2, p. 222, doi. 10.1007/s00780-006-0001-9
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- Article
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 2, p. 276, doi. 10.1007/s00780-006-0002-8
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- Article
Option Pricing for Pure Jump Processes with Markov Switching Compensators.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 2, p. 250, doi. 10.1007/s00780-006-0004-6
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- Article
Consistent Variance Curve Models.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 2, p. 178, doi. 10.1007/s00780-006-0008-2
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- Article