MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 4, p. 699, doi. 10.1111/mafi.12061
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2016 AND VI 26 AND IP 4
Results: 10
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FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 4, p. 835, doi. 10.1111/mafi.12071
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- Publication type:
- Article
3
OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK.
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- Mathematical Finance, 2016, v. 26, n. 4, p. 785, doi. 10.1111/mafi.12074
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- Publication type:
- Article
4
PRICE-ADMISSIBILITY CONDITIONS FOR ARBITRAGE-FREE LINEAR PRICE FUNCTION MODELS FOR THE TERM STRUCTURE OF INTEREST RATES.
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- Mathematical Finance, 2016, v. 26, n. 4, p. 919, doi. 10.1111/mafi.12075
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- Publication type:
- Article
5
FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS.
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- Mathematical Finance, 2016, v. 26, n. 4, p. 962, doi. 10.1111/mafi.12077
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- Publication type:
- Article
6
MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 4, p. 867, doi. 10.1111/mafi.12078
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- Publication type:
- Article
7
COHERENCE AND ELICITABILITY.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 4, p. 901, doi. 10.1111/mafi.12080
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- Publication type:
- Article
8
EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 4, p. 748, doi. 10.1111/mafi.12082
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- Publication type:
- Article
9
MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 4, p. 939, doi. 10.1111/mafi.12083
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- Publication type:
- Article
10
Issue Information.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 4, p. 697, doi. 10.1111/mafi.12117
- Publication type:
- Article