DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 2, p. 339, doi. 10.1111/mafi.12030
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2015 AND VI 25 AND IP 2
Results: 8
1
2
ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 2, p. 258, doi. 10.1111/mafi.12031
- By:
- Publication type:
- Article
3
OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 2, p. 221, doi. 10.1111/mafi.12034
- By:
- Publication type:
- Article
4
AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 2, p. 288, doi. 10.1111/mafi.12006
- By:
- Publication type:
- Article
5
ON THE CONSISTENCY OF REGRESSION-BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 2, p. 371, doi. 10.1111/mafi.12025
- By:
- Publication type:
- Article
6
CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 2, p. 426, doi. 10.1111/mafi.12029
- By:
- Publication type:
- Article
7
THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 2, p. 311, doi. 10.1111/mafi.12013
- By:
- Publication type:
- Article
8
FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 2, p. 400, doi. 10.1111/mafi.12015
- By:
- Publication type:
- Article