The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time.
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- Mathematical Finance, 2004, v. 14, n. 1, p. 19, doi. 10.1111/j.0960-1627.2004.00180.x
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- Article
Works matching IS 09601627 AND DT 2004 AND VI 14 AND IP 1
Results: 7
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MultiFactor Valuation of Floating Range Notes.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 1, p. 79, doi. 10.1111/j.0960-1627.2004.00182.x
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- Publication type:
- Article
3
Hedging and Portfolio Optimization in Financial Markets with a Large Trader.
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- Mathematical Finance, 2004, v. 14, n. 1, p. 1, doi. 10.1111/j.0960-1627.2004.00179.x
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- Publication type:
- Article
4
Should Stochastic Volatility Matter to the Cost-Constrained Investor?
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- Mathematical Finance, 2004, v. 14, n. 1, p. 131, doi. 10.1111/j.0960-1627.2004.00185.x
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- Publication type:
- Article
5
Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates.
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- Mathematical Finance, 2004, v. 14, n. 1, p. 49, doi. 10.1111/j.0960-1627.2004.00181.x
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- Publication type:
- Article
6
Approximation of Optimal Reinsurance and Dividend Payout Policies.
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- Mathematical Finance, 2004, v. 14, n. 1, p. 99, doi. 10.1111/j.0960-1627.2004.00183.x
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- Publication type:
- Article
7
Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 1, p. 115, doi. 10.1111/j.0960-1627.2004.00184.x
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- Publication type:
- Article