Probability with Martingales (Book).
- Published in:
- 1992
- By:
- Publication type:
- Book Review
Works matching IS 09601627 AND DT 1992 AND VI 2 AND IP 2
Results: 5
1
2
ASYMPTOTICALLY OPTIMAL PORTFOLIOS.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 2, p. 131, doi. 10.1111/j.1467-9965.1992.tb00042.x
- By:
- Publication type:
- Article
3
REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINOUS AND BOUNDED.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 2, p. 107, doi. 10.1111/j.1467-9965.1992.tb00041.x
- By:
- Publication type:
- Article
4
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 2, p. 87, doi. 10.1111/j.1467-9965.1992.tb00040.x
- By:
- Publication type:
- Article
5
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS.
- Published in:
- Mathematical Finance, 1992, v. 2, n. 2, p. 63, doi. 10.1111/j.1467-9965.1992.tb00039.x
- By:
- Publication type:
- Article