LIQUIDITY IN A BINOMIAL MARKET.
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- Mathematical Finance, 2012, v. 22, n. 2, p. 250, doi. 10.1111/j.1467-9965.2010.00462.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2012 AND VI 22 AND IP 2
Results: 7
1
2
THE TRACKING ERROR RATE OF THE DELTA-GAMMA HEDGING STRATEGY.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 2, p. 277, doi. 10.1111/j.1467-9965.2010.00466.x
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- Publication type:
- Article
3
BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM.
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- Mathematical Finance, 2012, v. 22, n. 2, p. 346, doi. 10.1111/j.1467-9965.2010.00461.x
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- Publication type:
- Article
4
RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT.
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- Mathematical Finance, 2012, v. 22, n. 2, p. 215, doi. 10.1111/j.1467-9965.2010.00465.x
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- Publication type:
- Article
5
SERIES EXPANSION OF THE SABR JOINT DENSITY.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 2, p. 310, doi. 10.1111/j.1467-9965.2010.00460.x
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- Publication type:
- Article
6
SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 2, p. 411, doi. 10.1111/j.1467-9965.2010.00464.x
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- Publication type:
- Article
7
SKEWNESS-AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 2, p. 379, doi. 10.1111/j.1467-9965.2010.00463.x
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- Publication type:
- Article