WHEN DOES CONVERGENCE OF ASSET PRICE PROCESSES IMPLY CONVERGENCE OF OPTION PRICES?
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- Mathematical Finance, 1998, v. 8, n. 4, p. 385, doi. 10.1111/1467-9965.00060
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Works matching IS 09601627 AND DT 1998 AND VI 8 AND IP 4
Results: 4
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ON-LINE PORTFOLIO SELECTION USING MULTIPLICATIVE UPDATES.
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- Mathematical Finance, 1998, v. 8, n. 4, p. 325, doi. 10.1111/1467-9965.00058
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- Article
3
APPLICATIONS OF EIGENFUNCTION EXPANSIONS IN CONTINUOUS-TIME FINANCE.
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- Mathematical Finance, 1998, v. 8, n. 4, p. 349, doi. 10.1111/1467-9965.00059
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- Article
4
LONG MEMORY IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS.
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- Mathematical Finance, 1998, v. 8, n. 4, p. 291, doi. 10.1111/1467-9965.00057
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- Article