MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 1, doi. 10.1111/j.1467-9965.2006.00258.x
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2006 AND VI 16 AND IP 1
Results: 13
1
2
APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 21, doi. 10.1111/j.1467-9965.2006.00259.x
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- Publication type:
- Article
3
A NOTE ON SEMIVARIANCE.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 53, doi. 10.1111/j.1467-9965.2006.00260.x
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- Publication type:
- Article
4
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 63, doi. 10.1111/j.1467-9965.2006.00261.x
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- Publication type:
- Article
5
OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 83, doi. 10.1111/j.1467-9965.2006.00262.x
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- Publication type:
- Article
6
PREFACE.
- Published in:
- 2006
- By:
- Publication type:
- Proceeding
7
CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 103, doi. 10.1111/j.1467-9965.2006.00263.x
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- Publication type:
- Article
8
A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 119, doi. 10.1111/j.1467-9965.2006.00264.x
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- Publication type:
- Article
9
A BENCHMARK APPROACH TO FINANCE.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 131, doi. 10.1111/j.1467-9965.2006.00265.x
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- Publication type:
- Article
10
UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 153, doi. 10.1111/j.1467-9965.2006.00266.x
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- Publication type:
- Article
11
CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 181, doi. 10.1111/j.1467-9965.2006.00267.x
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- Publication type:
- Article
12
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 203, doi. 10.1111/j.1467-9965.2006.00268.x
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- Publication type:
- Article
13
STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA-DAY DATA.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 1, p. 217, doi. 10.1111/j.1467-9965.2006.00269.x
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- Publication type:
- Article