BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS.
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- Mathematical Finance, 2016, v. 26, n. 1, p. 122, doi. 10.1111/mafi.12041
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2016 AND VI 26 AND IP 1
Results: 8
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HOPE, FEAR, AND ASPIRATIONS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 3, doi. 10.1111/mafi.12044
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- Publication type:
- Article
3
LINKED RECURSIVE PREFERENCES AND OPTIMALITY.
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- Mathematical Finance, 2016, v. 26, n. 1, p. 86, doi. 10.1111/mafi.12047
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- Publication type:
- Article
4
CV aR HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM.
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- Mathematical Finance, 2016, v. 26, n. 1, p. 184, doi. 10.1111/mafi.12049
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- Publication type:
- Article
5
Issue Information - TOC.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 1, doi. 10.1111/mafi.12111
- Publication type:
- Article
6
Issue Information - Editorial Policy.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 2, doi. 10.1111/mafi.12112
- Publication type:
- Article
7
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
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- Publication type:
- Article
8
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
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- Publication type:
- Article