DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 1, doi. 10.1111/j.0960-1627.2005.00208.x
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- Article
Works matching IS 09601627 AND DT 2005 AND VI 15 AND IP 1
Results: 9
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STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE-DIMENSIONAL FORWARD RATES AND OPTION PRICING.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 27, doi. 10.1111/j.0960-1627.2005.00209.x
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- Article
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ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 49, doi. 10.1111/j.0960-1627.2005.00210.x
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- Article
4
MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 61, doi. 10.1111/j.0960-1627.2005.00211.x
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- Article
5
EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIALσ-FIELDS.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 99, doi. 10.1111/j.0960-1627.2005.00212.x
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- Article
6
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 119, doi. 10.1111/j.0960-1627.2005.00213.x
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- Publication type:
- Article
7
ON THE AMERICAN OPTION PROBLEM.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 169, doi. 10.1111/j.0960-1627.2005.00214.x
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- Article
8
A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 183, doi. 10.1111/j.0960-1627.2005.00215.x
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- Publication type:
- Article
9
A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES.
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- Mathematical Finance, 2005, v. 15, n. 1, p. 191, doi. 10.1111/j.0960-1627.2005.00216.x
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- Article