Works matching IS 09601627 AND DT 2018 AND VI 28 AND IP 3
Results: 7
Issue Information.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 755, doi. 10.1111/mafi.12166
- Publication type:
- Article
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
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- Publication type:
- Article
Consistent recalibration of yield curve models.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 757, doi. 10.1111/mafi.12159
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- Publication type:
- Article
Liquidity effects of trading frequency.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 839, doi. 10.1111/mafi.12157
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- Publication type:
- Article
Option pricing in the moderate deviations regime.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 962, doi. 10.1111/mafi.12156
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- Publication type:
- Article
On the market viability under proportional transaction costs.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 3, p. 800, doi. 10.1111/mafi.12155
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- Publication type:
- Article
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