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