MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS.
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- Mathematical Finance, 2010, v. 20, n. 1, p. 1, doi. 10.1111/j.1467-9965.2009.00387.x
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- Article
Works matching IS 09601627 AND DT 2010 AND VI 20 AND IP 1
Results: 6
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THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS.
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- Mathematical Finance, 2010, v. 20, n. 1, p. 35, doi. 10.1111/j.1467-9965.2009.00388.x
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- Article
3
PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD.
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- Mathematical Finance, 2010, v. 20, n. 1, p. 59, doi. 10.1111/j.1467-9965.2009.00389.x
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- Article
4
ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES.
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- Mathematical Finance, 2010, v. 20, n. 1, p. 89, doi. 10.1111/j.1467-9965.2009.00390.x
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- Article
5
SPARSE CALIBRATIONS OF CONTINGENT CLAIMS.
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- Mathematical Finance, 2010, v. 20, n. 1, p. 105, doi. 10.1111/j.1467-9965.2009.00391.x
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- Article
6
ON FINITE DIMENSIONAL REALIZATIONS OF TWO-COUNTRY INTEREST RATE MODELS.
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- Mathematical Finance, 2010, v. 20, n. 1, p. 117, doi. 10.1111/j.1467-9965.2009.00392.x
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- Article