Fundamental Theorems of Asset Pricing for Good Deal Bounds.
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- Mathematical Finance, 2004, v. 14, n. 2, p. 141, doi. 10.1111/j.0960-1627.2004.00186.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2004 AND VI 14 AND IP 2
Results: 8
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2
Pareto Equilibria with coherent measures of risk.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 2, p. 163, doi. 10.1111/j.0960-1627.2004.00187.x
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- Publication type:
- Article
3
On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria.
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- Mathematical Finance, 2004, v. 14, n. 2, p. 201, doi. 10.1111/j.0960-1627.2004.00189.x
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- Publication type:
- Article
4
Stochastic Volatility Corrections for Interest Rate Derivatives.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 2, p. 173, doi. 10.1111/j.0960-1627.2004.00188.x
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- Publication type:
- Article
5
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 2, p. 223, doi. 10.1111/j.0960-1627.2004.00190.x
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- Publication type:
- Article
6
A note on completeness in large financial markets.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 2, p. 295, doi. 10.1111/j.0960-1627.2004.00193.x
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- Publication type:
- Article
7
Exercise Regions And Efficient Valuation Of American Lookback Options.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 2, p. 249, doi. 10.1111/j.0960-1627.2004.00191.x
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- Publication type:
- Article
8
Asymptotics of the price oscillations of a European call option in a tree model.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 2, p. 271, doi. 10.1111/j.0960-1627.2004.00192.x
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- Publication type:
- Article