EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 2, p. 215, doi. 10.1111/j.1467-9965.1996.tb00078.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1996 AND VI 6 AND IP 2
Results: 5
1
2
WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 2, p. 197, doi. 10.1111/j.1467-9965.1996.tb00077.x
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- Publication type:
- Article
3
INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 2, p. 167, doi. 10.1111/j.1467-9965.1996.tb00076.x
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- Publication type:
- Article
4
HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 2, p. 133
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- Publication type:
- Article
5
INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 2, p. 119, doi. 10.1111/j.1467-9965.1996.tb00074.x
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- Publication type:
- Article