NEWS-GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR n STOCKS IN A MARKET OF BARNDORFF-NIELSEN AND SHEPHARD TYPE.
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- Mathematical Finance, 2006, v. 16, n. 3, p. 549, doi. 10.1111/j.1467-9965.2006.00282.x
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Works matching IS 09601627 AND DT 2006 AND VI 16 AND IP 3
Results: 6
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PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS.
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- Mathematical Finance, 2006, v. 16, n. 3, p. 469, doi. 10.1111/j.1467-9965.2006.00279.x
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- Article
3
HEDGING WITH ENERGY.
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- Mathematical Finance, 2006, v. 16, n. 3, p. 495, doi. 10.1111/j.1467-9965.2006.00280.x
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- Article
4
NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND.
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- Mathematical Finance, 2006, v. 16, n. 3, p. 569, doi. 10.1111/j.1467-9965.2006.00283.x
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- Article
5
A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH.
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- Mathematical Finance, 2006, v. 16, n. 3, p. 583, doi. 10.1111/j.1467-9965.2006.00284.x
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- Article
6
MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS.
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- Mathematical Finance, 2006, v. 16, n. 3, p. 519, doi. 10.1111/j.1467-9965.2006.00281.x
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- Article