Works matching IS 13872834 AND DT 2004 AND VI 11 AND IP 4
Results: 4
From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 367, doi. 10.1007/s10690-006-9019-4
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- Article
A Complete-Market Generalization of the Black-Scholes Model.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 431, doi. 10.1007/s10690-006-9021-x
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- Article
Exact Solutions of a Model for Asset Prices by K. Takaoka.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 445, doi. 10.1007/s10690-006-9022-9
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- Article
A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 393, doi. 10.1007/s10690-006-9020-y
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- Article