SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 351, doi. 10.1111/j.0960-1627.2004.00194.x
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- Article
Works matching IS 09601627 AND DT 2004 AND VI 14 AND IP 3
Results: 9
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OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 383, doi. 10.1111/j.0960-1627.2004.00196.x
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- Article
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A GENERAL FRAMEWORK FOR PRICING CREDIT RISK.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 317, doi. 10.1111/j.0960-1627.2004.t01-1-00193.x
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- Article
4
QUANTO LOOKBACK OPTIONS.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 445, doi. 10.1111/j.0960-1627.2004.00199.x
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- Article
5
ON THE STABILITY OF CONTINUOUS-TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 403, doi. 10.1111/j.0960-1627.2004.00197.x
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- Article
6
A FAMILY OF TERM-STRUCTURE MODELS FOR LONG-TERM RISK MANAGEMENT AND DERIVATIVE PRICING.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 415, doi. 10.1111/j.0960-1627.2004.00198.x
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- Article
7
PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 359, doi. 10.1111/j.0960-1627.2004.00195.x
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- Article
8
THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 469, doi. 10.1111/j.0960-1627.2004.00200.x
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- Article
9
CHOQUET INSURANCE PRICING: A CAVEAT.
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- Mathematical Finance, 2004, v. 14, n. 3, p. 481, doi. 10.1111/j.0960-1627.2004.00201.x
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- Article