LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 4, p. 635, doi. 10.1111/j.1467-9965.2006.00287.x
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2006 AND VI 16 AND IP 4
Results: 6
1
2
A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 4, p. 613, doi. 10.1111/j.1467-9965.2006.00286.x
- By:
- Publication type:
- Article
3
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 4, p. 589, doi. 10.1111/j.1467-9965.2006.00285.x
- By:
- Publication type:
- Article
4
ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 4, p. 647, doi. 10.1111/j.1467-9965.2006.00288.x
- By:
- Publication type:
- Article
5
PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS.
- Published in:
- Mathematical Finance, 2006, v. 16, n. 4, p. 673, doi. 10.1111/j.1467-9965.2006.00289.x
- By:
- Publication type:
- Article
6
Mathematical FinanceCumulative Index, Volume 16.
- Published in:
- 2006
- Publication type:
- Other