ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES.
- Published in:
- Mathematical Finance, 2017, v. 27, n. 4, p. 963, doi. 10.1111/mafi.12110
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2017 AND VI 27 AND IP 4
Results: 7
1
2
Issue Information.
- Published in:
- Mathematical Finance, 2017, v. 27, n. 4, p. 961, doi. 10.1111/mafi.12133
- Publication type:
- Article
3
ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS.
- Published in:
- Mathematical Finance, 2017, v. 27, n. 4, p. 988, doi. 10.1111/mafi.12104
- By:
- Publication type:
- Article
4
DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE.
- Published in:
- Mathematical Finance, 2017, v. 27, n. 4, p. 1069, doi. 10.1111/mafi.12120
- By:
- Publication type:
- Article
5
EFFICIENT PRICING OF BARRIER OPTIONS AND CREDIT DEFAULT SWAPS IN LÉVY MODELS WITH STOCHASTIC INTEREST RATE.
- Published in:
- Mathematical Finance, 2017, v. 27, n. 4, p. 1089, doi. 10.1111/mafi.12121
- By:
- Publication type:
- Article
6
THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL.
- Published in:
- Mathematical Finance, 2017, v. 27, n. 4, p. 1013, doi. 10.1111/mafi.12124
- By:
- Publication type:
- Article
7
LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS.
- Published in:
- Mathematical Finance, 2017, v. 27, n. 4, p. 1035, doi. 10.1111/mafi.12128
- By:
- Publication type:
- Article