MSM ESTIMATORS OF EUROPEAN OPTIONS ON ASSETS WITH JUMPS.
- Published in:
- Mathematical Finance, 2001, v. 11, n. 2, p. 189, doi. 10.1111/1467-9965.00112
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2001 AND VI 11 AND IP 2
Results: 4
1
2
ON THE EXISTENCE OF FINITE-DIMENSIONAL REALIZATIONS FOR NONLINEAR FORWARD RATE MODELS.
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- Mathematical Finance, 2001, v. 11, n. 2, p. 205, doi. 10.1111/1467-9965.00113
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- Publication type:
- Article
3
DYNAMIC OPTIMIZATION OF LONG-TERM GROWTH RATE FOR A PORTFOLIO WITH TRANSACTION COSTS AND LOGARITHMIC UTILITY.
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- Mathematical Finance, 2001, v. 11, n. 2, p. 153, doi. 10.1111/1467-9965.00111
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- Publication type:
- Article
4
FINDING GENERATORS FOR MARKOV CHAINS VIA EMPIRICAL TRANSITION MATRICES, WITH APPLICATIONS TO CREDIT RATINGS.
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- Mathematical Finance, 2001, v. 11, n. 2, p. 245, doi. 10.1111/1467-9965.00114
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- Publication type:
- Article