VIABILITY AND EQUILIBRIUM IN SECURITIES MARKETS WITH FRICTIONS.
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- Mathematical Finance, 1999, v. 9, n. 3, p. 275, doi. 10.1111/1467-9965.00071
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1999 AND VI 9 AND IP 3
Results: 4
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2
THE SECOND FUNDAMENTAL THEOREM OF ASSET PRICING.
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- Mathematical Finance, 1999, v. 9, n. 3, p. 255, doi. 10.1111/1467-9965.00070
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- Publication type:
- Article
3
PRICING AMERICAN STOCK OPTIONS BY LINEAR PROGRAMMING.
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- Mathematical Finance, 1999, v. 9, n. 3, p. 229, doi. 10.1111/1467-9965.00069
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- Publication type:
- Article
4
COHERENT MEASURES OF RISK.
- Published in:
- Mathematical Finance, 1999, v. 9, n. 3, p. 203, doi. 10.1111/1467-9965.00068
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- Publication type:
- Article