CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 464, doi. 10.1111/mafi.12020
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2014 AND VI 24 AND IP 3
Results: 8
1
2
BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 505, doi. 10.1111/mafi.12002
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- Publication type:
- Article
3
RISK MEASURES ON.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 442, doi. 10.1111/mafi.12028
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- Publication type:
- Article
4
DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 411, doi. 10.1111/j.1467-9965.2012.00524.x
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- Publication type:
- Article
5
BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 598, doi. 10.1111/mafi.12012
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- Publication type:
- Article
6
THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL MARKETS.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 485, doi. 10.1111/j.1467-9965.2012.00530.x
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- Publication type:
- Article
7
PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 533, doi. 10.1111/mafi.12008
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- Publication type:
- Article
8
LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 567, doi. 10.1111/j.1467-9965.2012.00525.x
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- Publication type:
- Article