Works matching IS 09492984 AND DT 2017 AND VI 21 AND IP 3
Results: 9
The exact Taylor formula of the implied volatility.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 3, p. 661, doi. 10.1007/s00780-017-0330-x
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- Article
Erratum to: Utility maximization in incomplete markets with random endowment.
- Published in:
- 2017
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- Publication type:
- Erratum
The space of outcomes of semi-static trading strategies need not be closed.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 3, p. 741, doi. 10.1007/s00780-017-0329-3
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- Article
Risk bounds for factor models.
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- Finance & Stochastics, 2017, v. 21, n. 3, p. 631, doi. 10.1007/s00780-017-0328-4
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- Article
Trading strategies generated by Lyapunov functions.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 3, p. 753, doi. 10.1007/s00780-017-0332-8
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- Article
Alpha-CIR model with branching processes in sovereign interest rate modeling.
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- Finance & Stochastics, 2017, v. 21, n. 3, p. 789, doi. 10.1007/s00780-017-0333-7
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- Article
Bounds for VIX futures given S&P 500 smiles.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 3, p. 593, doi. 10.1007/s00780-017-0334-6
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- Article
Equilibrium in risk-sharing games.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 3, p. 815, doi. 10.1007/s00780-017-0323-9
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- Publication type:
- Article
The role of measurability in game-theoretic probability.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 3, p. 719, doi. 10.1007/s00780-017-0336-4
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- Publication type:
- Article