Works matching IS 09492984 AND DT 2017 AND VI 21 AND IP 4
Results: 8
No-arbitrage up to random horizon for quasi-left-continuous models.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 4, p. 1103, doi. 10.1007/s00780-017-0337-3
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- Article
Model uncertainty, recalibration, and the emergence of delta-vega hedging.
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- Finance & Stochastics, 2017, v. 21, n. 4, p. 873, doi. 10.1007/s00780-017-0342-6
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- Article
Pathwise superreplication via Vovk's outer measure.
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- Finance & Stochastics, 2017, v. 21, n. 4, p. 1141, doi. 10.1007/s00780-017-0338-2
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- Article
On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation.
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- Finance & Stochastics, 2017, v. 21, n. 4, p. 1073, doi. 10.1007/s00780-017-0339-1
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- Article
Endogenous current coupons.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 4, p. 1027, doi. 10.1007/s00780-017-0340-8
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- Article
Multilevel Monte Carlo for exponential Lévy models.
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- Finance & Stochastics, 2017, v. 21, n. 4, p. 995, doi. 10.1007/s00780-017-0341-7
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- Article
Hybrid scheme for Brownian semistationary processes.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 4, p. 931, doi. 10.1007/s00780-017-0335-5
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- Article
A direct solution method for pricing options involving the maximum process.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 4, p. 967, doi. 10.1007/s00780-017-0343-5
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- Publication type:
- Article