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Works matching IS 09601627 AND DT 2002 AND VI 12 AND IP 2

Results: 5

1

ON THE OPTIMAL PORTFOLIO FOR THE EXPONENTIAL UTILITY MAXIMIZATION: REMARKS TO THE SIX-AUTHOR PAPER.

Published in:

Mathematical Finance, 2002, v. 12, n. 2, p. 125, doi. 10.1111/1467-9965.t01-1-02002

By:

Kabanov, Yuri M.;
Stricker, Christophe

Publication type:

Article

2

EXPONENTIAL HEDGING AND ENTROPIC PENALTIES.

Published in:

Mathematical Finance, 2002, v. 12, n. 2, p. 99, doi. 10.1111/1467-9965.02001

By:

Delbaen, Freddy;
Grandits, Peter;
Rheinländer, Thorsten;
Samperi, Dominick;
Schweizer, Martin;
Stricker, Christophe

Publication type:

Article

3

PUT OPTION PREMIUMS AND COHERENT RISK MEASURES.

Published in:

Mathematical Finance, 2002, v. 12, n. 2, p. 135, doi. 10.1111/1467-9965.02003

By:

Jarrow, Robert

Publication type:

Article

4

OPTIMAL FINANCING OF A CORPORATION SUBJECT TO RANDOM RETURNS.

Published in:

Mathematical Finance, 2002, v. 12, n. 2, p. 155, doi. 10.1111/1467-9965.t01-2-02002

By:

Sethi, Suresh P.;
Taksar, Michael I.

Publication type:

Article

5

THE USE OF ARCHIMEDEAN COPULAS TO MODEL PORTFOLIO ALLOCATIONS.

Published in:

Mathematical Finance, 2002, v. 12, n. 2, p. 143, doi. 10.1111/1467-9965.00136

By:

Hennessy, David A.;
Lapan, Harvey E.

Publication type:

Article