Works matching IS 09492984 AND DT 2007 AND VI 11 AND IP 1
Results: 7
Moment explosions in stochastic volatility models.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 1, p. 29, doi. 10.1007/s00780-006-0011-7
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- Publication type:
- Article
Smooth convergence in the binomial model.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 1, p. 91, doi. 10.1007/s00780-006-0020-6
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- Publication type:
- Article
Optimal investments for risk- and ambiguity-averse preferences: a duality approach.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 1, p. 107, doi. 10.1007/s00780-006-0024-2
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- Article
A model of optimal portfolio selection under liquidity risk and price impact.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 1, p. 51, doi. 10.1007/s00780-006-0025-1
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- Publication type:
- Article
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 1, p. 131, doi. 10.1007/s00780-006-0028-y
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- Publication type:
- Article
Optimal dividend policy and growth option.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 1, p. 3, doi. 10.1007/s00780-006-0027-z
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- Publication type:
- Article
Editorial.
- Published in:
- 2007
- By:
- Publication type:
- Editorial