AN OLD-NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT.
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- Mathematical Finance, 2007, v. 17, n. 3, p. 449, doi. 10.1111/j.1467-9965.2007.00311.x
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- Article
Works matching IS 09601627 AND DT 2007 AND VI 17 AND IP 3
Results: 6
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2
PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS.
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- Mathematical Finance, 2007, v. 17, n. 3, p. 381, doi. 10.1111/j.1467-9965.2007.00308.x
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- Article
3
PORTFOLIO MANAGEMENT WITH CONSTRAINTS.
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- Mathematical Finance, 2007, v. 17, n. 3, p. 319, doi. 10.1111/j.1467-9965.2007.00306.x
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- Publication type:
- Article
4
LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK.
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- Mathematical Finance, 2007, v. 17, n. 3, p. 345, doi. 10.1111/j.1467-9965.2006.00307.x
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- Article
5
A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS.
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- Mathematical Finance, 2007, v. 17, n. 3, p. 399, doi. 10.1111/j.1467-9965.2007.00309.x
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- Publication type:
- Article
6
HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES.
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- Mathematical Finance, 2007, v. 17, n. 3, p. 427, doi. 10.1111/j.1467-9965.2007.00310.x
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- Publication type:
- Article