Works matching IS 09601627 AND DT 2008 AND VI 18 AND IP 2
Results: 7
OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION.
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- Mathematical Finance, 2008, v. 18, n. 2, p. 199, doi. 10.1111/j.1467-9965.2007.00330.x
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- Article
OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS.
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- Mathematical Finance, 2008, v. 18, n. 2, p. 239, doi. 10.1111/j.1467-9965.2007.00331.x
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- Article
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS.
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- Mathematical Finance, 2008, v. 18, n. 2, p. 269, doi. 10.1111/j.1467-9965.2007.00332.x
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- Article
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA.
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- Mathematical Finance, 2008, v. 18, n. 2, p. 293, doi. 10.1111/j.1467-9965.2007.00333.x
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- Article
A COUNTEREXAMPLE CONCERNING THE VARIANCE-OPTIMAL MARTINGALE MEASURE.
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- Mathematical Finance, 2008, v. 18, n. 2, p. 305, doi. 10.1111/j.1467-9965.2007.00334.x
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- Article
OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM-RISK-OPTIMAL MARTINGALE MEASURES.
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- Mathematical Finance, 2008, v. 18, n. 2, p. 317, doi. 10.1111/j.1467-9965.2007.00335.x
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- Article
OPTIMAL NUMERAIRES FOR RISK MEASURES.
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- Mathematical Finance, 2008, v. 18, n. 2, p. 333, doi. 10.1111/j.1467-9965.2007.00336.x
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- Article