SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 3, p. 457, doi. 10.1111/j.1467-9965.2009.00373.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2009 AND VI 19 AND IP 3
Results: 6
1
2
PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 3, p. 403, doi. 10.1111/j.1467-9965.2009.00374.x
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- Publication type:
- Article
3
CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 3, p. 343, doi. 10.1111/j.1467-9965.2009.00375.x
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- Publication type:
- Article
4
PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 3, p. 487, doi. 10.1111/j.1467-9965.2009.00376.x
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- Publication type:
- Article
5
CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 3, p. 379, doi. 10.1111/j.1467-9965.2009.00377.x
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- Publication type:
- Article
6
MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 3, p. 423, doi. 10.1111/j.1467-9965.2009.00378.x
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- Publication type:
- Article