APPROXIMATING LARGE DIVERSIFIED PORTFOLIOS.
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- Mathematical Finance, 2000, v. 10, n. 1, p. 77, doi. 10.1111/1467-9965.00081
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2000 AND VI 10 AND IP 1
Results: 5
1
2
ON THE RATE OF CONVERGENCE OF DISCRETE-TIME CONTINGENT CLAIMS.
- Published in:
- Mathematical Finance, 2000, v. 10, n. 1, p. 53, doi. 10.1111/1467-9965.00080
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- Publication type:
- Article
3
THE MINIMAL ENTROPY MARTINGALE MEASURE AND THE VALUATION PROBLEM IN INCOMPLETE MARKETS.
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- Mathematical Finance, 2000, v. 10, n. 1, p. 39, doi. 10.1111/1467-9965.00079
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- Publication type:
- Article
4
ENDOGENOUS RANDOM ASSET PRICES IN OVERLAPPING GENERATIONS ECONOMIES.
- Published in:
- Mathematical Finance, 2000, v. 10, n. 1, p. 23, doi. 10.1111/1467-9965.00078
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- Publication type:
- Article
5
EQUILIBRIUM WITH DEFAULT AND ENDOGENOUS COLLATERAL.
- Published in:
- Mathematical Finance, 2000, v. 10, n. 1, p. 1, doi. 10.1111/1467-9965.00077
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- Publication type:
- Article