Works matching IS 09601627 AND DT 2016 AND VI 26 AND IP 1
Results: 8
BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 122, doi. 10.1111/mafi.12041
- By:
- Publication type:
- Article
HOPE, FEAR, AND ASPIRATIONS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 3, doi. 10.1111/mafi.12044
- By:
- Publication type:
- Article
LINKED RECURSIVE PREFERENCES AND OPTIMALITY.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 86, doi. 10.1111/mafi.12047
- By:
- Publication type:
- Article
CV aR HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 184, doi. 10.1111/mafi.12049
- By:
- Publication type:
- Article
Issue Information - TOC.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 1, doi. 10.1111/mafi.12111
- Publication type:
- Article
Issue Information - Editorial Policy.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 2, doi. 10.1111/mafi.12112
- Publication type:
- Article
BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 51, doi. 10.1111/mafi.12053
- By:
- Publication type:
- Article
A NEW LOOK AT SHORT-TERM IMPLIED VOLATILITY IN ASSET PRICE MODELS WITH JUMPS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 149, doi. 10.1111/mafi.12055
- By:
- Publication type:
- Article