Issue Information.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 755, doi. 10.1111/mafi.12166
- Publication type:
- Article
Works matching IS 09601627 AND DT 2018 AND VI 28 AND IP 3
Results: 7
1
2
Error analysis of finite difference and Markov chain approximations for option pricing.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 877, doi. 10.1111/mafi.12161
- By:
- Publication type:
- Article
3
Consistent recalibration of yield curve models.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 757, doi. 10.1111/mafi.12159
- By:
- Publication type:
- Article
4
Liquidity effects of trading frequency.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 839, doi. 10.1111/mafi.12157
- By:
- Publication type:
- Article
5
Option pricing in the moderate deviations regime.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 962, doi. 10.1111/mafi.12156
- By:
- Publication type:
- Article
6
On the market viability under proportional transaction costs.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 800, doi. 10.1111/mafi.12155
- By:
- Publication type:
- Article
7
Analytical approximations of local‐Heston volatility model and error analysis.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 920, doi. 10.1111/mafi.12154
- By:
- Publication type:
- Article