MARTINGALE MEASURES FOR A CLASS OF RIGHT-CONTINUOUS PROCESSES.
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- Mathematical Finance, 1993, v. 3, n. 1, p. 43, doi. 10.1111/j.1467-9965.1993.tb00037.x
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- Article
Works matching IS 09601627 AND DT 1993 AND VI 3 AND IP 1
Results: 4
1
2
EXACT RUIN PROBABILITIES AND THE EVALUATION OF PROGRAM TRADING ON FINANCIAL MARKETS.
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- Mathematical Finance, 1993, v. 3, n. 1, p. 55, doi. 10.1111/j.1467-9965.1993.tb00038.x
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- Publication type:
- Article
3
HEDGING INDEX OPTIONS WITH FEW ASSETS.
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- Mathematical Finance, 1993, v. 3, n. 1, p. 25, doi. 10.1111/j.1467-9965.1993.tb00036.x
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- Article
4
A MICROECONOMIC APPROACH TO DIFFUSION MODELS FOR STOCK PRICES.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 1, p. 1, doi. 10.1111/j.1467-9965.1993.tb00035.x
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- Article