Connecting you to content on EBSCOhost

Works matching IS 09601627 AND DT 1998 AND VI 8 AND IP 1

Results: 7

1

CONTENTS.

Published in:: Mathematical Finance, 1998, v. 8, n. 1, p. 1
Publication type:: Article

2

ERGODICITY, STATE PRICES, AND LONG BOND RETURNS.

Published in:

Mathematical Finance, 1998, v. 8, n. 1, p. 85, doi. 10.1111/1467-9965.00046

By:

Tessitore, Anthony;
Usmen, Nilufer

Publication type:

Article

3

ON FEEDBACK EFFECTS FROM HEDGING DERIVATIVES.

Published in:

Mathematical Finance, 1998, v. 8, n. 1, p. 67, doi. 10.1111/1467-9965.00045

By:

Platen, Eckhard;
Schweizer, Martin

Publication type:

Article

4

CONSUMPTION AND PORTFOLIO SELECTION WITH LABOR INCOME: A CONTINUOUS TIME APPROACH.

Published in:

Mathematical Finance, 1998, v. 8, n. 1, p. 49, doi. 10.1111/1467-9965.00044

By:

Hyeng Keun Koo

Publication type:

Article

5

OPTION PRICING IN ARCH-TYPE MODELS.

Published in:

Mathematical Finance, 1998, v. 8, n. 1, p. 13, doi. 10.1111/1467-9965.00042

By:

Kallsen, Jan;
Taqqu, Murad S.

Publication type:

Article

6

COMPLETE MODELS WITH STOCHASTIC VOLATILITY.

Published in:

Mathematical Finance, 1998, v. 8, n. 1, p. 27, doi. 10.1111/1467-9965.00043

By:

Hobson, David G.;
Rogers, L.C.G.

Publication type:

Article

7

A SIMPLE COUNTEREXAMPLE TO SEVERAL PROBLEMS IN THE THEORY OF ASSET PRICING.

Published in:

Mathematical Finance, 1998, v. 8, n. 1, p. 1, doi. 10.1111/1467-9965.00041

By:

Delbaen, Freddy;
Schachermayer, Walter

Publication type:

Article