Works matching IS 09492984 AND DT 2012 AND VI 16 AND IP 1
Results: 7
Pricing growth-rate risk.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 1, p. 1, doi. 10.1007/s00780-010-0141-9
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- Article
Worst case portfolio vectors and diversification effects.
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- Finance & Stochastics, 2012, v. 16, n. 1, p. 155, doi. 10.1007/s00780-010-0150-8
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- Article
Cross hedging with stochastic correlation.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 1, p. 17, doi. 10.1007/s00780-010-0148-2
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- Article
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs.
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- Finance & Stochastics, 2012, v. 16, n. 1, p. 135, doi. 10.1007/s00780-010-0144-6
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- Article
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 1, p. 105, doi. 10.1007/s00780-011-0153-0
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- Article
Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 1, p. 45, doi. 10.1007/s00780-010-0138-4
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- Article
Tangent Lévy market models.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 1, p. 63, doi. 10.1007/s00780-011-0158-8
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- Article