EUROPEAN-TYPE CONTINGENT CLAIMS IN AN INCOMPLETE MARKET WITH CONSTRAINED WEALTH AND PORTFOLIO.
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- Mathematical Finance, 1999, v. 9, n. 4, p. 387, doi. 10.1111/1467-9965.00075
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- Article
Works matching IS 09601627 AND DT 1999 AND VI 9 AND IP 4
Results: 5
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SELF-FINANCING TRADING STRATEGIES FOR SLIDING, ROLLING-HORIZON, AND CONSOL BONDS.
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- Mathematical Finance, 1999, v. 9, n. 4, p. 361, doi. 10.1111/1467-9965.00074
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- Publication type:
- Article
3
A NOTE ON THE NELSON-SIEGEL FAMILY.
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- Mathematical Finance, 1999, v. 9, n. 4, p. 349, doi. 10.1111/1467-9965.00073
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- Publication type:
- Article
4
INTEREST RATE DYNAMICS AND CONSISTENT FORWARD RATE CURVES.
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- Mathematical Finance, 1999, v. 9, n. 4, p. 323, doi. 10.1111/1467-9965.00072
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- Publication type:
- Article
5
PRICING GENERAL BARRIER OPTIONS: A NUMERICAL APPROACH USING SHARP LARGE DEVIATIONS.
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- Mathematical Finance, 1999, v. 9, n. 4, p. 293, doi. 10.1111/1467-9965.t01-1-00071
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- Publication type:
- Article