PUT-CALL SYMMETRY: EXTENSIONS AND APPLICATIONS.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 4, p. 523, doi. 10.1111/j.1467-9965.2009.00379.x
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2009 AND VI 19 AND IP 4
Results: 7
1
2
CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 4, p. 561, doi. 10.1111/j.1467-9965.2009.00380.x
- By:
- Publication type:
- Article
3
HEDGING BY SEQUENTIAL REGRESSIONS REVISITED.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 4, p. 591, doi. 10.1111/j.1467-9965.2009.00381.x
- By:
- Publication type:
- Article
4
RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 4, p. 619, doi. 10.1111/j.1467-9965.2009.00382.x
- By:
- Publication type:
- Article
5
ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 4, p. 639, doi. 10.1111/j.1467-9965.2009.00383.x
- By:
- Publication type:
- Article
6
LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 4, p. 669, doi. 10.1111/j.1467-9965.2009.00384.x
- By:
- Publication type:
- Article
7
ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES.
- Published in:
- Mathematical Finance, 2009, v. 19, n. 4, p. 691, doi. 10.1111/j.1467-9965.2009.00385.x
- By:
- Publication type:
- Article