TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING.
- Published in:
- Mathematical Finance, 2010, v. 20, n. 4, p. 527, doi. 10.1111/j.1467-9965.2010.00411.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2010 AND VI 20 AND IP 4
Results: 8
1
2
DISCRETE TIME HEDGING OF THE AMERICAN OPTION.
- Published in:
- Mathematical Finance, 2010, v. 20, n. 4, p. 647, doi. 10.1111/j.1467-9965.2010.00415.x
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- Publication type:
- Article
3
HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET.
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- Mathematical Finance, 2010, v. 20, n. 4, p. 617, doi. 10.1111/j.1467-9965.2010.00414.x
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- Publication type:
- Article
4
MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE.
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- Mathematical Finance, 2010, v. 20, n. 4, p. 733, doi. 10.1111/j.1467-9965.2010.00418.x
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- Publication type:
- Article
5
THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING.
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- Mathematical Finance, 2010, v. 20, n. 4, p. 597, doi. 10.1111/j.1467-9965.2010.00413.x
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- Publication type:
- Article
6
TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION.
- Published in:
- Mathematical Finance, 2010, v. 20, n. 4, p. 695, doi. 10.1111/j.1467-9965.2010.00417.x
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- Publication type:
- Article
7
RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK.
- Published in:
- Mathematical Finance, 2010, v. 20, n. 4, p. 571, doi. 10.1111/j.1467-9965.2010.00412.x
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- Publication type:
- Article
8
COMPLEX LOGARITHMS IN HESTON-LIKE MODELS.
- Published in:
- Mathematical Finance, 2010, v. 20, n. 4, p. 671, doi. 10.1111/j.1467-9965.2010.00416.x
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- Publication type:
- Article