STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 313, doi. 10.1111/j.1467-9965.2010.00433.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2011 AND VI 21 AND IP 2
Results: 9
1
2
PORTFOLIO CHOICE VIA QUANTILES.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 203, doi. 10.1111/j.1467-9965.2010.00432.x
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- Publication type:
- Article
3
A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 233, doi. 10.1111/j.1467-9965.2010.00436.x
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- Publication type:
- Article
4
DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 281, doi. 10.1111/j.1467-9965.2010.00429.x
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- Publication type:
- Article
5
OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 169, doi. 10.1111/j.1467-9965.2010.00431.x
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- Publication type:
- Article
6
BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 257, doi. 10.1111/j.1467-9965.2010.00428.x
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- Publication type:
- Article
7
UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 293, doi. 10.1111/j.1467-9965.2010.00430.x
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- Publication type:
- Article
8
THE DOTHAN PRICING MODEL REVISITED.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 355, doi. 10.1111/j.1467-9965.2010.00434.x
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- Publication type:
- Article
9
THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS.
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- Mathematical Finance, 2011, v. 21, n. 2, p. 335, doi. 10.1111/j.1467-9965.2010.00427.x
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- Publication type:
- Article