QUANTILES OF THE EULER SCHEME FOR DIFFUSION PROCESSES AND FINANCIAL APPLICATIONS.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 187, doi. 10.1111/1467-9965.00013
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2003 AND VI 13 AND IP 1
Results: 14
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2
EFFICIENT COMPUTATION OF HEDGING PORTFOLIOS FOR OPTIONS WITH DISCONTINUOUS PAYOFFS.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 135, doi. 10.1111/1467-9965.00010
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- Article
3
AN ANTICIPATING CALCULUS APPROACH TOT HE UTILITY MAXIMIZATION OF AN INSIDER.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 171, doi. 10.1111/1467-9965.00012
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- Article
4
MALLIAVIN'S CALCULUS IN INSIDER MODELS: ADDITIONAL UTILITY AND FREE LUNCHES.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 153, doi. 10.1111/1467-9965.00011
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- Article
5
ANALYSIS OF ERROR WITH MALLIAVIN CALCULUS: APPLICATION TO HEDGING.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 201, doi. 10.1111/1467-9965.00014
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- Publication type:
- Article
6
ERROR CALCULUS AND PATH SENSITIVITY IN FINANCIAL MODELS.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 115, doi. 10.1111/1467-9965.00009
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- Publication type:
- Article
7
MONTE CARLO EVALUATION OF GREEKS FOR MULTIDIMENSIONAL BARRIER AND LOOKBACK OPTIONS.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 99, doi. 10.1111/1467-9965.00008
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- Publication type:
- Article
8
FIRST-ORDER SCHEMES IN THE NUMERICAL QUANTILIZATION METHOD.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 1, doi. 10.1111/1467-9965.t01-1-00002
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- Publication type:
- Article
9
LOCAL VEGA INDEX AND VARIANCE EDUCTION METHODS.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 85, doi. 10.1111/1467-9965.00007
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- Publication type:
- Article
10
OPTIMAL MALLIAVIN WEIGHTING FUNCTION FOR THE COMPUTATION OF THE GREEKS.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 37, doi. 10.1111/1467-9965.t01-1-00004
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- Publication type:
- Article
11
THE PRICE-VOLATILITY FEEDBACK RATE: AN IMPLEMENTABLE MATHEMATICAL INDICATOR OF MARKET STABILITY.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 17, doi. 10.1111/1467-9965.t01-1-00003
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- Publication type:
- Article
12
HEDGING OPTIONS:THE MALLIAVIN CALCULUS APPROACH VERSUS THE Δ-HEDGING APPROACH.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 73, doi. 10.1111/1467-9965.t01-1-00006
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- Publication type:
- Article
13
EXPLICIT REPRESENTATION OF THE MONIMAL VARIANCE PORTFOLIO IN MARKETS DRIVEN BY LÉVY PROCESSES.
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- Mathematical Finance, 2003, v. 13, n. 1, p. 55, doi. 10.1111/1467-9965.t01-1-00005
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- Publication type:
- Article
14
PREFACE.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 1, p. iii, doi. 10.1111/1467-9965.t01-1-00001
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- Article