Works matching IS 09492984 AND DT 2008 AND VI 12 AND IP 3
Results: 7
On perpetual American put valuation and first-passage in a regime-switching model with jumps.
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- Finance & Stochastics, 2008, v. 12, n. 3, p. 331, doi. 10.1007/s00780-008-0065-9
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- Article
Universal bounds for asset prices in heterogeneous economies.
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- Finance & Stochastics, 2008, v. 12, n. 3, p. 411, doi. 10.1007/s00780-008-0062-z
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- Article
In discrete time a local martingale is a martingale under an equivalent probability measure.
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- Finance & Stochastics, 2008, v. 12, n. 3, p. 293, doi. 10.1007/s00780-008-0063-y
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- Article
Consumption processes and positively homogeneous projection properties.
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- Finance & Stochastics, 2008, v. 12, n. 3, p. 357, doi. 10.1007/s00780-008-0064-x
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- Article
On q-optimal martingale measures in exponential Lévy models.
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- Finance & Stochastics, 2008, v. 12, n. 3, p. 381, doi. 10.1007/s00780-008-0067-7
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- Article
Optimal lifetime consumption and investment under a drawdown constraint.
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- Finance & Stochastics, 2008, v. 12, n. 3, p. 299, doi. 10.1007/s00780-008-0066-8
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- Article
Optimal capital and risk allocations for law- and cash-invariant convex functions.
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- Finance & Stochastics, 2008, v. 12, n. 3, p. 423, doi. 10.1007/s00780-008-0069-5
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- Article