LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS.
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- Mathematical Finance, 2011, v. 21, n. 3, p. 475, doi. 10.1111/j.1467-9965.2010.00442.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2011 AND VI 21 AND IP 3
Results: 9
1
2
A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES.
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- Mathematical Finance, 2011, v. 21, n. 3, p. 493, doi. 10.1111/j.1467-9965.2010.00435.x
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- Publication type:
- Article
3
MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES.
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- Mathematical Finance, 2011, v. 21, n. 3, p. 383, doi. 10.1111/j.1467-9965.2010.00439.x
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- Publication type:
- Article
4
ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION.
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- Mathematical Finance, 2011, v. 21, n. 3, p. 557, doi. 10.1111/j.1467-9965.2010.00441.x
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- Publication type:
- Article
5
ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS.
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- Mathematical Finance, 2011, v. 21, n. 3, p. 541, doi. 10.1111/j.1467-9965.2010.00438.x
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- Publication type:
- Article
6
PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME.
- Published in:
- Mathematical Finance, 2011, v. 21, n. 3, p. 447, doi. 10.1111/j.1467-9965.2010.00440.x
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- Publication type:
- Article
7
OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS.
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- Mathematical Finance, 2011, v. 21, n. 3, p. 365, doi. 10.1111/j.1467-9965.2010.00455.x
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- Publication type:
- Article
8
SUPERHEDGING IN ILLIQUID MARKETS.
- Published in:
- Mathematical Finance, 2011, v. 21, n. 3, p. 519, doi. 10.1111/j.1467-9965.2010.00437.x
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- Publication type:
- Article
9
INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES.
- Published in:
- Mathematical Finance, 2011, v. 21, n. 3, p. 423, doi. 10.1111/j.1467-9965.2010.00443.x
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- Publication type:
- Article