Works matching IS 09492984 AND DT 2007 AND VI 11 AND IP 4
Results: 7
Stochastic flow approach to Dupire’s formula.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 4, p. 521, doi. 10.1007/s00780-007-0042-8
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- Article
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling.
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- Finance & Stochastics, 2007, v. 11, n. 4, p. 591, doi. 10.1007/s00780-007-0038-4
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- Article
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 4, p. 571, doi. 10.1007/s00780-007-0049-1
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- Article
Call for papers for a special issue of Finance and Stochastics on “Computational Methods in Finance”.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 4, p. 603, doi. 10.1007/s00780-007-0052-6
- Publication type:
- Article
The numéraire portfolio in semimartingale financial models.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 4, p. 447, doi. 10.1007/s00780-007-0047-3
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- Article
Efficient estimation of drift parameters in stochastic volatility models.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 4, p. 495, doi. 10.1007/s00780-007-0048-2
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- Article
Pricing and hedging European options with discrete-time coherent risk.
- Published in:
- Finance & Stochastics, 2007, v. 11, n. 4, p. 537, doi. 10.1007/s00780-007-0050-8
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- Publication type:
- Article