Works matching IS 09492984 AND DT 2013 AND VI 17 AND IP 1
Results: 9
Bubbles and crashes in a Black-Scholes model with delay.
- Published in:
- Finance & Stochastics, 2013, v. 17, n. 1, p. 1, doi. 10.1007/s00780-012-0181-4
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- Publication type:
- Article
Asymptotic and exact pricing of options on variance.
- Published in:
- Finance & Stochastics, 2013, v. 17, n. 1, p. 107, doi. 10.1007/s00780-012-0178-z
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- Publication type:
- Article
Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates.
- Published in:
- 2013
- By:
- Publication type:
- Correction Notice
Optimal hedging of demographic risk in life insurance.
- Published in:
- Finance & Stochastics, 2013, v. 17, n. 1, p. 197, doi. 10.1007/s00780-012-0182-3
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- Publication type:
- Article
Generalized stochastic target problems for pricing and partial hedging under loss constraints-application in optimal book liquidation.
- Published in:
- Finance & Stochastics, 2013, v. 17, n. 1, p. 31, doi. 10.1007/s00780-012-0198-8
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- Publication type:
- Article
Optimal dividend policies with transaction costs for a class of jump-diffusion processes.
- Published in:
- Finance & Stochastics, 2013, v. 17, n. 1, p. 73, doi. 10.1007/s00780-012-0186-z
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- Publication type:
- Article
The optimal-drift model: an accelerated binomial scheme.
- Published in:
- Finance & Stochastics, 2013, v. 17, n. 1, p. 135, doi. 10.1007/s00780-012-0179-y
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- Publication type:
- Article
Consumption-portfolio optimization with recursive utility in incomplete markets.
- Published in:
- Finance & Stochastics, 2013, v. 17, n. 1, p. 161, doi. 10.1007/s00780-012-0184-1
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- Publication type:
- Article
Correction note for 'The large-maturity smile for the Heston model'.
- Published in:
- 2013
- By:
- Publication type:
- Erratum