ON THE EXISTENCE OF MINIMAX MARTINGALE MEASURES.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 1, p. 1, doi. 10.1111/1467-9965.00001
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2002 AND VI 12 AND IP 1
Results: 6
1
2
PRINCIPAL COMPONENT VALUE AT RISK.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 1, p. 23, doi. 10.1111/1467-9965.00002
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- Publication type:
- Article
3
DYNAMIC ARBITRAGE-FREE ASSET PRICING WITH PROPORTIONAL TRANSACTION COSTS.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 1, p. 89, doi. 10.1111/1467-9965.00006
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- Publication type:
- Article
4
HEADING UNDER TRANSACTION COSTS IN CURRENCY MARKETS: A DISCRETE-TIME MODEL.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 1, p. 45, doi. 10.1111/1467-9965.00003
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- Publication type:
- Article
5
HEDGING UNDER TRANSACTION COSTS IN CURRENCY MARKETS: A CONTINUOUS-TIME MODEL.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 1, p. 63, doi. 10.1111/1467-9965.00004
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- Publication type:
- Article
6
CALIBRATING A DIFFUSION PRICING MODEL WITH UNCERTAIN VOLATILITY: REGULARIZATION AND STABILITY.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 1, p. 71, doi. 10.1111/1467-9965.00005
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- Publication type:
- Article