A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 613, doi. 10.1111/j.1467-9965.2005.00253.x
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2005 AND VI 15 AND IP 4
Results: 6
1
2
CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 539, doi. 10.1111/j.1467-9965.2005.00250.x
- By:
- Publication type:
- Article
3
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 569, doi. 10.1111/j.1467-9965.2005.00251.x
- By:
- Publication type:
- Article
4
COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 589, doi. 10.1111/j.1467-9965.2005.00252.x
- By:
- Publication type:
- Article
5
LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 635, doi. 10.1111/j.1467-9965.2005.00254.x
- By:
- Publication type:
- Article
6
A SHORT NOTE ON SECOND-ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES.
- Published in:
- Mathematical Finance, 2005, v. 15, n. 4, p. 649, doi. 10.1111/j.1467-9965.2005.00255.x
- By:
- Publication type:
- Article