AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL.
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- Mathematical Finance, 2010, v. 20, n. 3, p. 365, doi. 10.1111/j.1467-9965.2010.00401.x
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- Article
Works matching IS 09601627 AND DT 2010 AND VI 20 AND IP 3
Results: 9
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OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES.
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- Mathematical Finance, 2010, v. 20, n. 3, p. 327, doi. 10.1111/j.1467-9965.2010.00402.x
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- Publication type:
- Article
3
LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE.
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- Mathematical Finance, 2010, v. 20, n. 3, p. 341, doi. 10.1111/j.1467-9965.2010.00403.x
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- Publication type:
- Article
4
PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS.
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- Mathematical Finance, 2010, v. 20, n. 3, p. 383, doi. 10.1111/j.1467-9965.2010.00404.x
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- Article
5
ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS.
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- Mathematical Finance, 2010, v. 20, n. 3, p. 411, doi. 10.1111/j.1467-9965.2010.00405.x
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- Article
6
ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I.
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- Mathematical Finance, 2010, v. 20, n. 3, p. 447, doi. 10.1111/j.1467-9965.2010.00406.x
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- Article
7
INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK.
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- Mathematical Finance, 2010, v. 20, n. 3, p. 479, doi. 10.1111/j.1467-9965.2010.00407.x
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- Publication type:
- Article
8
A NOTE ON THE DAI–SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS.
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- Mathematical Finance, 2010, v. 20, n. 3, p. 509, doi. 10.1111/j.1467-9965.2010.00408.x
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- Article
9
ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME”.
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- 2010
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- Correction Notice