OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 4, p. 311, doi. 10.1111/j.1467-9965.1995.tb00070.x
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 1995 AND VI 5 AND IP 4
Results: 6
1
2
PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 4, p. 357, doi. 10.1111/j.1467-9965.1995.tb00072.x
- By:
- Publication type:
- Article
3
CERTAINTY EQUIVALENCE AND LOGARITHMIC UTILITIES IN CONSUMPTION/INVESTMENT PROBLEMS.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 4, p. 297, doi. 10.1111/j.1467-9965.1995.tb00069.x
- By:
- Publication type:
- Article
4
Economic and Financial Modelling with Mathematica (Book).
- Published in:
- 1995
- By:
- Publication type:
- Book Review
5
OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 4, p. 337, doi. 10.1111/j.1467-9965.1995.tb00071.x
- By:
- Publication type:
- Article
6
OPTIMAL INVESTMENT OF A LIFE INTEREST.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 4, p. 279, doi. 10.1111/j.1467-9965.1995.tb00068.x
- By:
- Publication type:
- Article