Works matching IS 09492984 AND DT 2015 AND VI 19 AND IP 3
Results: 7
Approximate hedging for nonlinear transaction costs on the volume of traded assets.
- Published in:
- Finance & Stochastics, 2015, v. 19, n. 3, p. 541, doi. 10.1007/s00780-015-0262-2
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- Article
On a Heath-Jarrow-Morton approach for stock options.
- Published in:
- Finance & Stochastics, 2015, v. 19, n. 3, p. 583, doi. 10.1007/s00780-015-0263-1
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- Article
Forward equations for option prices in semimartingale models.
- Published in:
- Finance & Stochastics, 2015, v. 19, n. 3, p. 617, doi. 10.1007/s00780-015-0265-z
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- Article
Hedge and mutual funds' fees and the separation of private investments.
- Published in:
- Finance & Stochastics, 2015, v. 19, n. 3, p. 473, doi. 10.1007/s00780-015-0266-y
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- Article
Addendum to: Multilevel dual approach for pricing American style derivatives.
- Published in:
- Finance & Stochastics, 2015, v. 19, n. 3, p. 681, doi. 10.1007/s00780-015-0267-x
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- Article
Taylor approximation of incomplete Radner equilibrium models.
- Published in:
- Finance & Stochastics, 2015, v. 19, n. 3, p. 653, doi. 10.1007/s00780-015-0268-9
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- Article
Static hedging under maturity mismatch.
- Published in:
- Finance & Stochastics, 2015, v. 19, n. 3, p. 509, doi. 10.1007/s00780-014-0254-7
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- Article