EFFICIENT UNIVERSAL PORTFOLIOS FOR PAST-DEPENDENT TARGET CLASSES.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 2, p. 245, doi. 10.1111/1467-9965.00016
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2003 AND VI 13 AND IP 2
Results: 5
1
2
MERTON'S PORTFOLIO OPTIMIZATION PROBLEM IN A BLACK AND SCHOLES MARKET WITH NON-GAUSSIAN STOCHASTIC VOLATILITY OF ORNSTEIN-UHLENBECK TYPE.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 2, p. 215, doi. 10.1111/1467-9965.00015
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- Publication type:
- Article
3
THE DEFAULTABLE LÉVY TERM STRUCTURE: RATINGS AND RESTRUCTURING.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 2, p. 277, doi. 10.1111/1467-9965.00017
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- Publication type:
- Article
4
AN OPTIMAL STRATEGY FOR HEDGING WITH SHORT-TERM FUTURES CONTRACTS.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 2, p. 331, doi. 10.1111/1467-9965.00019
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- Publication type:
- Article
5
A GENERAL FRACTIONAL WHITE NOISE THEORY AND APPLICATIONS TO FINANCE.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 2, p. 301, doi. 10.1111/1467-9965.00018
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- Publication type:
- Article