MEASURING DISTRIBUTION MODEL RISK.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 395, doi. 10.1111/mafi.12050
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2016 AND VI 26 AND IP 2
Results: 11
1
2
RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 329, doi. 10.1111/mafi.12051
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- Publication type:
- Article
3
COMPARING LOCAL RISKS BY ACCEPTANCE AND REJECTION.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 412, doi. 10.1111/mafi.12054
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- Publication type:
- Article
4
ON VALUING STOCHASTIC PERPETUITIES USING NEW LONG HORIZON STOCK PRICE MODELS DISTINGUISHING BOOMS, BUSTS, AND BALANCED MARKETS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 296, doi. 10.1111/mafi.12056
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- Publication type:
- Article
5
THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 269, doi. 10.1111/mafi.12057
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- Publication type:
- Article
6
MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 431, doi. 10.1111/mafi.12058
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- Publication type:
- Article
7
STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 366, doi. 10.1111/mafi.12059
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- Publication type:
- Article
8
Table of Contents.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 231, doi. 10.1111/mafi.12113
- Publication type:
- Article
9
Editorial Policy.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 232, doi. 10.1111/mafi.12114
- Publication type:
- Article
10
A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 233, doi. 10.1111/mafi.12060
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- Publication type:
- Article
11
UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 2, p. 252, doi. 10.1111/mafi.12068
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- Publication type:
- Article