CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND-PAYING STOCK IN A LOCAL VOLATILITY MODEL.
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- Mathematical Finance, 2005, v. 15, n. 3, p. 439, doi. 10.1111/j.1467-9965.2005.00228.x
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- Article
Works matching IS 09601627 AND DT 2005 AND VI 15 AND IP 3
Results: 6
1
2
PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS.
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- Mathematical Finance, 2005, v. 15, n. 3, p. 393, doi. 10.1111/j.1467-9965.2005.00226.x
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- Article
3
AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION.
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- Mathematical Finance, 2005, v. 15, n. 3, p. 425, doi. 10.1111/j.1467-9965.2005.00227.x
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- Article
4
MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS.
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- Mathematical Finance, 2005, v. 15, n. 3, p. 465, doi. 10.1111/j.1467-9965.2005.00229.x
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- Article
5
LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS.
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- Mathematical Finance, 2005, v. 15, n. 3, p. 491, doi. 10.1111/j.1467-9965.2005.00230.x
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- Article
6
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING.
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- Mathematical Finance, 2005, v. 15, n. 3, p. 533, doi. 10.1111/j.1467-9965.2005.00231.x
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- Article