Works matching IS 09492984 AND DT 2012 AND VI 16 AND IP 3
Results: 8
Forward rate models with linear volatilities.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 3, p. 537, doi. 10.1007/s00780-011-0163-y
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- Article
Small transaction costs, absence of arbitrage and consistent price systems.
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- Finance & Stochastics, 2012, v. 16, n. 3, p. 357, doi. 10.1007/s00780-011-0164-x
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- Article
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints.
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- Finance & Stochastics, 2012, v. 16, n. 3, p. 477, doi. 10.1007/s00780-011-0169-5
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- Article
Default times, no-arbitrage conditions and changes of probability measures.
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- Finance & Stochastics, 2012, v. 16, n. 3, p. 513, doi. 10.1007/s00780-011-0170-z
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- Article
Optimal dividend distribution under Markov regime switching.
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- Finance & Stochastics, 2012, v. 16, n. 3, p. 449, doi. 10.1007/s00780-012-0174-3
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- Article
An optimal stopping problem with a reward constraint.
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- Finance & Stochastics, 2012, v. 16, n. 3, p. 423, doi. 10.1007/s00780-012-0173-4
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- Article
Long-term optimal portfolios with floor.
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- Finance & Stochastics, 2012, v. 16, n. 3, p. 369, doi. 10.1007/s00780-012-0175-2
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- Article
A decomposition formula for option prices in the Heston model and applications to option pricing approximation.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 3, p. 403, doi. 10.1007/s00780-012-0177-0
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- Article