OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 2, p. 215, doi. 10.1111/j.1467-9965.2009.00362.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2009 AND VI 19 AND IP 2
Results: 9
1
2
NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 2, p. 161, doi. 10.1111/j.1467-9965.2009.00363.x
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- Publication type:
- Article
3
RISK MEASURES ON ORLICZ HEARTS.
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- Mathematical Finance, 2009, v. 19, n. 2, p. 189, doi. 10.1111/j.1467-9965.2009.00364.x
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- Publication type:
- Article
4
CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES.
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- Mathematical Finance, 2009, v. 19, n. 2, p. 237, doi. 10.1111/j.1467-9965.2009.00365.x
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- Publication type:
- Article
5
EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 2, p. 251, doi. 10.1111/j.1467-9965.2009.00366.x
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- Publication type:
- Article
6
ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 2, p. 281, doi. 10.1111/j.1467-9965.2009.00367.x
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- Publication type:
- Article
7
IMPLIED VOLATILITY IN THE HULL–WHITE MODEL.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 2, p. 303, doi. 10.1111/j.1467-9965.2009.00368.x
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- Publication type:
- Article
8
AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 2, p. 335, doi. 10.1111/j.1467-9965.2009.00369.x
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- Publication type:
- Article
9
RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 2, p. 329, doi. 10.1111/j.1467-9965.2009.00370.x
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- Publication type:
- Article