VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 3, p. 419, doi. 10.1111/j.1467-9965.2010.00469.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2012 AND VI 22 AND IP 3
Results: 8
1
2
THE CANONICAL MODEL SPACE FOR LAW-INVARIANT CONVEX RISK MEASURES IS L<sup>1</sup>.
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- Mathematical Finance, 2012, v. 22, n. 3, p. 585, doi. 10.1111/j.1467-9965.2012.00534.x
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- Publication type:
- Article
3
HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES.
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- Mathematical Finance, 2012, v. 22, n. 3, p. 519, doi. 10.1111/j.1467-9965.2010.00471.x
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- Publication type:
- Article
4
EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION.
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- Mathematical Finance, 2012, v. 22, n. 3, p. 538, doi. 10.1111/j.1467-9965.2010.00468.x
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- Publication type:
- Article
5
ON THE EXISTENCE OF THE ENDOGENOUS MORTGAGE RATE PROCESS.
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- Mathematical Finance, 2012, v. 22, n. 3, p. 475, doi. 10.1111/j.1467-9965.2010.00470.x
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- Publication type:
- Article
6
NONREPLICATION OF OPTIONS.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 3, p. 569, doi. 10.1111/j.1467-9965.2010.00467.x
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- Publication type:
- Article
7
TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS.
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- Mathematical Finance, 2012, v. 22, n. 3, p. 445, doi. 10.1111/j.1467-9965.2011.00478.x
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- Publication type:
- Article
8
ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS.
- Published in:
- Mathematical Finance, 2012, v. 22, n. 3, p. 488, doi. 10.1111/j.1467-9965.2012.00521.x
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- Publication type:
- Article