REGULAR VARIATION AND SMILE ASYMPTOTICS.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 1, p. 1, doi. 10.1111/j.1467-9965.2008.00354.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2009 AND VI 19 AND IP 1
Results: 7
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CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE-TIME COHERENT RISK.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 1, p. 13, doi. 10.1111/j.1467-9965.2008.00355.x
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- Publication type:
- Article
3
CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH.
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- Mathematical Finance, 2009, v. 19, n. 1, p. 41, doi. 10.1111/j.1467-9965.2008.00356.x
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- Publication type:
- Article
4
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON-NESTED MONTE CARLO.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 1, p. 53, doi. 10.1111/j.1467-9965.2008.00357.x
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- Publication type:
- Article
5
MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 1, p. 73, doi. 10.1111/j.1467-9965.2008.00358.x
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- Publication type:
- Article
6
ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS.
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- Mathematical Finance, 2009, v. 19, n. 1, p. 99, doi. 10.1111/j.1467-9965.2008.00359.x
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- Publication type:
- Article
7
OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY-BASED PRICING.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 1, p. 129, doi. 10.1111/j.1467-9965.2008.00360.x
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- Publication type:
- Article