ASSET PRICE BUBBLES IN INCOMPLETE MARKETS.
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- Mathematical Finance, 2010, v. 20, n. 2, p. 145, doi. 10.1111/j.1467-9965.2010.00394.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2010 AND VI 20 AND IP 2
Results: 6
1
2
MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS.
- Published in:
- Mathematical Finance, 2010, v. 20, n. 2, p. 187, doi. 10.1111/j.1467-9965.2010.00395.x
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- Publication type:
- Article
3
TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES.
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- Mathematical Finance, 2010, v. 20, n. 2, p. 229, doi. 10.1111/j.1467-9965.2010.00396.x
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- Publication type:
- Article
4
THE WIENER–HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING.
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- Mathematical Finance, 2010, v. 20, n. 2, p. 259, doi. 10.1111/j.1467-9965.2010.00397.x
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- Publication type:
- Article
5
PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS.
- Published in:
- Mathematical Finance, 2010, v. 20, n. 2, p. 289, doi. 10.1111/j.1467-9965.2010.00398.x
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- Publication type:
- Article
6
OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS.
- Published in:
- Mathematical Finance, 2010, v. 20, n. 2, p. 313, doi. 10.1111/j.1467-9965.2010.00399.x
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- Publication type:
- Article