ON THE TIMING OPTION IN A FUTURES CONTRACT.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 2, p. 267, doi. 10.1111/j.1467-9965.2006.00303.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2007 AND VI 17 AND IP 2
Results: 8
1
2
EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 2, p. 249, doi. 10.1111/j.1467-9965.2006.00302.x
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- Publication type:
- Article
3
CORRELATED DEFAULTS IN INTENSITY-BASED MODELS.
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- Mathematical Finance, 2007, v. 17, n. 2, p. 155, doi. 10.1111/j.1467-9965.2007.00298.x
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- Publication type:
- Article
4
OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS.
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- Mathematical Finance, 2007, v. 17, n. 2, p. 175, doi. 10.1111/j.1467-9965.2007.00299.x
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- Publication type:
- Article
5
PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 2, p. 205, doi. 10.1111/j.1467-9965.2006.00300.x
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- Publication type:
- Article
6
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 2, p. 225, doi. 10.1111/j.1467-9965.2006.00301.x
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- Publication type:
- Article
7
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 2, p. 285, doi. 10.1111/j.1467-9965.2006.00304.x
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- Publication type:
- Article
8
STOCK LOANS.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 2, p. 307, doi. 10.1111/j.1467-9965.2006.00305.x
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- Publication type:
- Article