Works matching IS 09601627 AND DT 2002 AND VI 12 AND IP 4

Results: 10

VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 351, doi. 10.1111/j.1467-9965.2002.tb00129.x

By:

Henderson, Vicky

Publication type:

Article

PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 375, doi. 10.1111/j.1467-9965.2002.tb00130.x

By:

Jonsson, Mattias;
Sircar, K. Ronnie

Publication type:

Article

Cumulative Index, Volume 12.

Published in:: Mathematical Finance, 2002, v. 12, n. 4, p. 453, doi. 10.1111/1467-9965.12ind
Publication type:: Article

A DIFFUSION MODEL FOR ELECTRICITY PRICES.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 287, doi. 10.1111/j.1467-9965.2002.tb00125.x

By:

Barlow, M. T.

Publication type:

Article

PASSPORT OPTIONS.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 299, doi. 10.1111/j.1467-9965.2002.tb00126.x

By:

Delbaen, Freddy;
Yor, Marc

Publication type:

Article

MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 329, doi. 10.1111/j.1467-9965.2002.tb00127.x

By:

Evstigneev, Igor V.;
Hens, Thorsten;
Schenk-Hoppe, Klaus Retner

Publication type:

Article

SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 341, doi. 10.1111/j.1467-9965.2002.tb00128.x

By:

Filipović, Damir

Publication type:

Article

MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 411, doi. 10.1111/j.1467-9965.2002.tb00131.x

By:

Kijima, Masaaki

Publication type:

Article

PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 427, doi. 10.1111/j.1467-9965.2002.tb00132.x

By:

Singleton, Kenneth J.;
Umantsev, Len

Publication type:

Article

A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEORUM: LONG FORWARD RATES CAN NEVER FALL.

Published in:

Mathematical Finance, 2002, v. 12, n. 4, p. 447, doi. 10.1111/j.1467-9965.2002.tb00133.x

By:

Hubalek, Friedrich;
Teichmann, Josef;
Klein, Irene

Publication type:

Article