Works matching IS 09492984 AND DT 2007 AND VI 11 AND IP 2
Results: 8
The supermartingale property of the optimal wealth process for general semimartingales.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 2, p. 253, doi. 10.1007/s00780-006-0026-0
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- Article
Additive and multiplicative duals for American option pricing.
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- Finance & Stochastics, 2007, v. 11, n. 2, p. 153, doi. 10.1007/s00780-006-0031-3
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- Article
Negative Libor rates in the swap market model.
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- Finance & Stochastics, 2007, v. 11, n. 2, p. 181, doi. 10.1007/s00780-006-0032-2
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- Article
Information reduction via level crossings in a credit risk model.
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- Finance & Stochastics, 2007, v. 11, n. 2, p. 195, doi. 10.1007/s00780-006-0033-1
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- Article
No-arbitrage criteria for financial markets with transaction costs and incomplete information.
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- Finance & Stochastics, 2007, v. 11, n. 2, p. 237, doi. 10.1007/s00780-006-0029-x
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- Article
Dilatation monotone risk measures are law invariant.
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- Finance & Stochastics, 2007, v. 11, n. 2, p. 291, doi. 10.1007/s00780-007-0034-8
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- Article
Optimal risk sharing with non-monotone monetary functionals.
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- Finance & Stochastics, 2007, v. 11, n. 2, p. 267, doi. 10.1007/s00780-007-0036-6
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- Article
Correspondence between lifetime minimum wealth and utility of consumption.
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- Finance & Stochastics, 2007, v. 11, n. 2, p. 213, doi. 10.1007/s00780-007-0035-7
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- Article