GENERALIZED HYPERBOLIC DIFFUSION PROCESSES WITH APPLICATIONS IN FINANCE.
- Published in:
- Mathematical Finance, 1999, v. 9, n. 2, p. 183, doi. 10.1111/1467-9965.00067
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1999 AND VI 9 AND IP 2
Results: 4
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2
CONTROLLING RISK EXPOSURE AND DIVIDENDS PAYOUT SCHEMES: INSURANCE COMPANY EXAMPLE.
- Published in:
- Mathematical Finance, 1999, v. 9, n. 2, p. 153, doi. 10.1111/1467-9965.00066
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- Publication type:
- Article
3
ASYMPTOTICALLY OPTIMAL IMPORTANCE SAMPLING AND STRATIFICATION FOR PRICING PATH-DEPENDENT OPTIONS.
- Published in:
- Mathematical Finance, 1999, v. 9, n. 2, p. 117, doi. 10.1111/1467-9965.00065
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- Publication type:
- Article
4
BOUNDS ON EUROPEAN OPTION PRICES UNDER STOCHASTIC VOLATILITY.
- Published in:
- Mathematical Finance, 1999, v. 9, n. 2, p. 97, doi. 10.1111/1467-9965.00064
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- Publication type:
- Article