PREFACE.
- Published in:
- 2008
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- Publication type:
- Other
Works matching IS 09601627 AND DT 2008 AND VI 18 AND IP 4
Results: 9
1
2
DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK.
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- Mathematical Finance, 2008, v. 18, n. 4, p. 493, doi. 10.1111/j.1467-9965.2008.00345.x
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- Publication type:
- Article
3
AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS.
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- Mathematical Finance, 2008, v. 18, n. 4, p. 519, doi. 10.1111/j.1467-9965.2008.00346.x
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- Publication type:
- Article
4
OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE.
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- Mathematical Finance, 2008, v. 18, n. 4, p. 545, doi. 10.1111/j.1467-9965.2008.00347.x
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- Publication type:
- Article
5
OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS.
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- Mathematical Finance, 2008, v. 18, n. 4, p. 569, doi. 10.1111/j.1467-9965.2008.00348.x
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- Publication type:
- Article
6
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES.
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- Mathematical Finance, 2008, v. 18, n. 4, p. 595, doi. 10.1111/j.1467-9965.2008.00349.x
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- Publication type:
- Article
7
A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES.
- Published in:
- Mathematical Finance, 2008, v. 18, n. 4, p. 613, doi. 10.1111/j.1467-9965.2008.00350.x
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- Publication type:
- Article
8
LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING.
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- Mathematical Finance, 2008, v. 18, n. 4, p. 629, doi. 10.1111/j.1467-9965.2008.00351.x
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- Publication type:
- Article
9
OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS.
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- Mathematical Finance, 2008, v. 18, n. 4, p. 649, doi. 10.1111/j.1467-9965.2008.00352.x
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- Publication type:
- Article