PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 2, p. 255, doi. 10.1111/j.1467-9965.2006.00271.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2006 AND VI 16 AND IP 2
Results: 9
1
2
VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM-STRUCTURE MODELS.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 2, p. 237, doi. 10.1111/j.1467-9965.2006.00270.x
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- Publication type:
- Article
3
PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS.
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- Mathematical Finance, 2006, v. 16, n. 2, p. 283, doi. 10.1111/j.1467-9965.2006.00272.x
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- Publication type:
- Article
4
MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS.
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- Mathematical Finance, 2006, v. 16, n. 2, p. 301, doi. 10.1111/j.1467-9965.2006.00273.x
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- Publication type:
- Article
5
DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 2, p. 443, doi. 10.1111/j.1467-9965.2006.00278.x
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- Publication type:
- Article
6
NONPARAMETRIC KERNEL-BASED SEQUENTIAL INVESTMENT STRATEGIES.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 2, p. 337, doi. 10.1111/j.1467-9965.2006.00274.x
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- Publication type:
- Article
7
OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 2, p. 359, doi. 10.1111/j.1467-9965.2006.00275.x
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- Publication type:
- Article
8
PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 2, p. 387, doi. 10.1111/j.1467-9965.2006.00276.x
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- Publication type:
- Article
9
DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 2, p. 419, doi. 10.1111/j.1467-9965.2006.00277.x
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- Publication type:
- Article