Works matching IS 09601627 AND DT 2018 AND VI 28 AND IP 1

Results: 17

Issue Information.

Published in:: Mathematical Finance, 2018, v. 28, n. 1, p. 1, doi. 10.1111/mafi.12164
Publication type:: Article

PROFIT SHARING IN HEDGE FUNDS.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 50, doi. 10.1111/mafi.12143

By:

He, Xue Dong;
Kou, Steven

Publication type:

Article

SHAREHOLDER RISK MEASURES.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 5, doi. 10.1111/mafi.12142

By:

Coculescu, Delia;
Rochet, Jean‐Charles

Publication type:

Article

BOUNDING WRONG‐WAY RISK IN CVA CALCULATION.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 268, doi. 10.1111/mafi.12141

By:

Glasserman, Paul;
Yang, Linan

Publication type:

Article

ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 29, doi. 10.1111/mafi.12140

By:

Cai, Jun;
Liu, Haiyan;
Wang, Ruodu

Publication type:

Article

ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 82, doi. 10.1111/mafi.12139

By:

NEUFELD, A. R. I. E. L.;
NUTZ, M. A. R. C. E. L.

Publication type:

Article

DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 211, doi. 10.1111/mafi.12138

By:

Gehmlich, Frank;
Schmidt, Thorsten

Publication type:

Article

INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 335, doi. 10.1111/mafi.12137

By:

Robertson, Scott;
Spiliopoulos, Konstantinos

Publication type:

Article

MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 240, doi. 10.1111/mafi.12136

By:

Jiao, Ying;
Li, Shanqiu

Publication type:

Article

INVESTING WITH LIQUID AND ILLIQUID ASSETS.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 119, doi. 10.1111/mafi.12135

By:

Bichuch, Maxim;
Guasoni, Paolo

Publication type:

Article

INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 409, doi. 10.1111/mafi.12134

By:

Cai, Ning;
Yang, Xuewei

Publication type:

Article

INDIFFERENCE PRICES AND IMPLIED VOLATILITIES.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 372, doi. 10.1111/mafi.12129

By:

Lorig, Matthew

Publication type:

Article

LIQUIDATION OF AN INDIVISIBLE ASSET WITH INDEPENDENT INVESTMENT.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 153, doi. 10.1111/mafi.12127

By:

Fabre, Emilie;
Royer, Guillaume;
Touzi, Nizar

Publication type:

Article

OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 177, doi. 10.1111/mafi.12126

By:

Kratz, Peter;
Schöneborn, Torsten

Publication type:

Article

CONVERGENCE OF A LEAST‐SQUARES MONTE CARLO ALGORITHM FOR AMERICAN OPTION PRICING WITH DEPENDENT SAMPLE DATA.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 447, doi. 10.1111/mafi.12125

By:

Zanger, Daniel Z.

Publication type:

Article

UTILITY MAXIMIZATION IN A LARGE MARKET.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 106, doi. 10.1111/mafi.12123

By:

Mostovyi, Oleksii

Publication type:

Article

SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST.

Published in:

Mathematical Finance, 2018, v. 28, n. 1, p. 306, doi. 10.1111/mafi.12122

By:

Brody, Dorje C.;
Hughston, Lane P.

Publication type:

Article