MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g-EXPECTATION.
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- Mathematical Finance, 2016, v. 26, n. 3, p. 638, doi. 10.1111/mafi.12062
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2016 AND VI 26 AND IP 3
Results: 11
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VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF-DUALITY.
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- Mathematical Finance, 2016, v. 26, n. 3, p. 492, doi. 10.1111/mafi.12063
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- Publication type:
- Article
3
HIGH-ORDER SHORT-TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS.
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- Mathematical Finance, 2016, v. 26, n. 3, p. 516, doi. 10.1111/mafi.12064
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- Publication type:
- Article
4
BENCHMARKED RISK MINIMIZATION.
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- Mathematical Finance, 2016, v. 26, n. 3, p. 617, doi. 10.1111/mafi.12065
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- Publication type:
- Article
5
DO ARBITRAGE-FREE PRICES COME FROM UTILITY MAXIMIZATION?
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- Mathematical Finance, 2016, v. 26, n. 3, p. 602, doi. 10.1111/mafi.12066
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- Publication type:
- Article
6
A FIRST-ORDER BSPDE FOR SWING OPTION PRICING.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 3, p. 461, doi. 10.1111/mafi.12067
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- Article
7
GAMBLING IN CONTESTS WITH REGRET.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 3, p. 674, doi. 10.1111/mafi.12069
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- Article
8
ARROW-DEBREU EQUILIBRIA FOR RANK-DEPENDENT UTILITIES.
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- Mathematical Finance, 2016, v. 26, n. 3, p. 558, doi. 10.1111/mafi.12070
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- Publication type:
- Article
9
A NOTE ON THE QUANTILE FORMULATION.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 3, p. 589, doi. 10.1111/mafi.12072
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- Publication type:
- Article
10
Table of Contents.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 3, p. 459, doi. 10.1111/mafi.12115
- Publication type:
- Article
11
Editorial Policy.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 3, p. 460, doi. 10.1111/mafi.12116
- Publication type:
- Article