Works matching IS 09492984 AND DT 2006 AND VI 10 AND IP 4
Results: 7
A counter-example to an option pricing formula under transaction costs.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 4, p. 575, doi. 10.1007/s00780-006-0016-2
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- Publication type:
- Article
American Parisian options.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 4, p. 475, doi. 10.1007/s00780-006-0015-3
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- Article
Asymptotic behaviour of mean-quantile efficient portfolios.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 4, p. 529, doi. 10.1007/s00780-006-0018-0
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- Article
Optimal portfolio choice in the bond market.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 4, p. 553, doi. 10.1007/s00780-006-0019-z
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- Publication type:
- Article
Spectral calibration of exponential Lévy models.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 4, p. 449, doi. 10.1007/s00780-006-0021-5
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- Article
Generic market models.
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- Finance & Stochastics, 2006, v. 10, n. 4, p. 507, doi. 10.1007/s00780-006-0023-3
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- Publication type:
- Article
A super-replication theorem in Kabanov’s model of transaction costs.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 4, p. 579, doi. 10.1007/s00780-006-0022-4
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- Publication type:
- Article