Works matching IS 09601627 AND DT 2011 AND VI 21 AND IP 1

Results: 7

MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS.

Published in:

Mathematical Finance, 2011, v. 21, n. 1, p. 73, doi. 10.1111/j.1467-9965.2010.00423.x

By:

Keller-Ressel, Martin

Publication type:

Article

MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS.

Published in:

Mathematical Finance, 2011, v. 21, n. 1, p. 21, doi. 10.1111/j.1467-9965.2010.00422.x

By:

Carr, Peter;
Laurence, Peter

Publication type:

Article

PRICING ASIAN OPTIONS FOR JUMP DIFFUSION.

Published in:

Mathematical Finance, 2011, v. 21, n. 1, p. 117, doi. 10.1111/j.1467-9965.2010.00426.x

By:

Bayraktar, Erhan;
Xing, Hao

Publication type:

Article

DYNAMIC CDO TERM STRUCTURE MODELING.

Published in:

Mathematical Finance, 2011, v. 21, n. 1, p. 53, doi. 10.1111/j.1467-9965.2010.00421.x

By:

Filipović, Damir;
Overbeck, Ludger;
Schmidt, Thorsten

Publication type:

Article

EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA.

Published in:

Mathematical Finance, 2011, v. 21, n. 1, p. 99, doi. 10.1111/j.1467-9965.2010.00425.x

By:

Hernández-Hernández, Daniel;
Trevino-Aguilar, Erick

Publication type:

Article

ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY.

Published in:

Mathematical Finance, 2011, v. 21, n. 1, p. 145, doi. 10.1111/j.1467-9965.2010.00420.x

By:

Puhalskii, Anatolii A.

Publication type:

Article

BILINEAR TERM STRUCTURE MODEL.

Published in:

Mathematical Finance, 2011, v. 21, n. 1, p. 1, doi. 10.1111/j.1467-9965.2010.00424.x

By:

Gourieroux, C.;
Monfort, A.

Publication type:

Article