Works matching IS 09492984 AND DT 2009 AND VI 13 AND IP 1
Results: 5
Hedging of American options under transaction costs.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 1, p. 105, doi. 10.1007/s00780-008-0076-6
- By:
- Publication type:
- Article
Background filtrations and canonical loss processes for top-down models of portfolio credit risk.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 1, p. 79, doi. 10.1007/s00780-008-0080-x
- By:
- Publication type:
- Article
In which financial markets do mutual fund theorems hold true?
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 1, p. 49, doi. 10.1007/s00780-008-0072-x
- By:
- Publication type:
- Article
Local volatility dynamic models.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 1, p. 1, doi. 10.1007/s00780-008-0078-4
- By:
- Publication type:
- Article
Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 1, p. 121, doi. 10.1007/s00780-008-0079-3
- By:
- Publication type:
- Article