GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 3, p. 331, doi. 10.1111/j.1467-9965.1996.tb00120.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1996 AND VI 6 AND IP 3
Results: 5
1
2
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 3, p. 323, doi. 10.1111/j.1467-9965.1996.tb00119.x
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- Publication type:
- Article
3
MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 3, p. 303, doi. 10.1111/j.1467-9965.1996.tb00118.x
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- Publication type:
- Article
4
OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 3, p. 279, doi. 10.1111/j.1467-9965.1996.tb00117.x
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- Publication type:
- Article
5
PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS.
- Published in:
- Mathematical Finance, 1996, v. 6, n. 3, p. 237, doi. 10.1111/j.1467-9965.1996.tb00116.x
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- Publication type:
- Article