Works matching IS 09492984 AND DT 2018 AND VI 22 AND IP 3
Results: 7
Equilibrium returns with transaction costs.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 3, p. 569, doi. 10.1007/s00780-018-0366-6
- By:
- Publication type:
- Article
Explosion in the quasi-Gaussian HJM model.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 3, p. 643, doi. 10.1007/s00780-018-0367-5
- By:
- Publication type:
- Article
Long-term factorization in Heath-Jarrow-Morton models.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 3, p. 621, doi. 10.1007/s00780-018-0365-7
- By:
- Publication type:
- Article
The Jacobi stochastic volatility model.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 3, p. 667, doi. 10.1007/s00780-018-0364-8
- By:
- Publication type:
- Article
Robust pricing-hedging dualities in continuous time.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 3, p. 511, doi. 10.1007/s00780-018-0363-9
- By:
- Publication type:
- Article
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 3, p. 603, doi. 10.1007/s00780-018-0362-x
- By:
- Publication type:
- Article
Chebyshev interpolation for parametric option pricing.
- Published in:
- Finance & Stochastics, 2018, v. 22, n. 3, p. 701, doi. 10.1007/s00780-018-0361-y
- By:
- Publication type:
- Article