Works matching IS 09601627 AND DT 2003 AND VI 13 AND IP 4
Results: 4
Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 4, p. 445, doi. 10.1111/1467-9965.t01-1-00175
- By:
- Publication type:
- Article
Nonconvergence in the Variation of the Hedging Strategy of a European Call Option.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 4, p. 467, doi. 10.1111/1467-9965.t01-1-00176
- By:
- Publication type:
- Article
A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 4, p. 481, doi. 10.1111/1467-9965.t01-1-00177
- By:
- Publication type:
- Article
Pricing Discrete European Barrier Options Using Lattice Random Walks.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 4, p. 503, doi. 10.1111/1467-9965.t01-1-00178
- By:
- Publication type:
- Article