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