LÉVY PROCESSES INDUCED BY DIRICHLET (B-)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS.
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- Mathematical Finance, 2013, v. 23, n. 2, p. 217, doi. 10.1111/j.1467-9965.2011.00504.x
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2013 AND VI 23 AND IP 2
Results: 7
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A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES.
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- Mathematical Finance, 2013, v. 23, n. 2, p. 248, doi. 10.1111/j.1467-9965.2011.00492.x
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- Article
3
COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES.
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- Mathematical Finance, 2013, v. 23, n. 2, p. 339, doi. 10.1111/j.1467-9965.2011.00495.x
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- Publication type:
- Article
4
HEDGING UNDER ARBITRAGE.
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- Mathematical Finance, 2013, v. 23, n. 2, p. 297, doi. 10.1111/j.1467-9965.2011.00502.x
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- Publication type:
- Article
5
THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL.
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- Mathematical Finance, 2013, v. 23, n. 2, p. 275, doi. 10.1111/j.1467-9965.2011.00494.x
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- Publication type:
- Article
6
CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL.
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- Mathematical Finance, 2013, v. 23, n. 2, p. 318, doi. 10.1111/j.1467-9965.2011.00501.x
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- Publication type:
- Article
7
NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION-INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS.
- Published in:
- Mathematical Finance, 2013, v. 23, n. 2, p. 366, doi. 10.1111/j.1467-9965.2011.00493.x
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- Publication type:
- Article