Convex duality for Epstein–Zin stochastic differential utility.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 4, p. 991, doi. 10.1111/mafi.12168
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2018 AND VI 28 AND IP 4
Results: 6
1
2
Issue Information.
- Published in:
- 2018
- Publication type:
- Front Cover
3
The valuation of American options in a multidimensional exponential Lévy model.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 4, p. 1107, doi. 10.1111/mafi.12163
- By:
- Publication type:
- Article
4
Semi‐efficient valuations and put‐call parity.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 4, p. 1061, doi. 10.1111/mafi.12162
- By:
- Publication type:
- Article
5
Risk management with weighted VaR.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 4, p. 1020, doi. 10.1111/mafi.12160
- By:
- Publication type:
- Article
6
The optimal method for pricing Bermudan options by simulation.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 4, p. 1143, doi. 10.1111/mafi.12158
- By:
- Publication type:
- Article