CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 1, doi. 10.1111/j.1467-9965.2011.00486.x
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- Article
Works matching IS 09601627 AND DT 2013 AND VI 23 AND IP 1
Results: 9
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NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND-PAYING ASSET.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 169, doi. 10.1111/j.1467-9965.2011.00500.x
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- Article
3
SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 198, doi. 10.1111/j.1467-9965.2011.00485.x
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- Publication type:
- Article
4
POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 39, doi. 10.1111/j.1467-9965.2011.00489.x
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- Publication type:
- Article
5
RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 94, doi. 10.1111/j.1467-9965.2011.00491.x
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- Publication type:
- Article
6
GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 186, doi. 10.1111/j.1467-9965.2011.00484.x
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- Publication type:
- Article
7
A NONZERO-SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 57, doi. 10.1111/j.1467-9965.2011.00488.x
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- Publication type:
- Article
8
GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 122, doi. 10.1111/j.1467-9965.2011.00490.x
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- Publication type:
- Article
9
ON SURRENDER AND DEFAULT RISKS.
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- Mathematical Finance, 2013, v. 23, n. 1, p. 143, doi. 10.1111/j.1467-9965.2011.00487.x
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- Publication type:
- Article