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Works matching IS 13872834 AND DT 2004 AND VI 11 AND IP 4

Results: 4

1

From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 367, doi. 10.1007/s10690-006-9019-4

By:

Fujiwara, Tsukasa

Publication type:

Article

2

A Complete-Market Generalization of the Black-Scholes Model.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 431, doi. 10.1007/s10690-006-9021-x

By:

Takaoka, Koichiro

Publication type:

Article

3

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

By:

Ishimura, Naoyuki;
Sakaguchi, Toshi-hiko

Publication type:

Article

4

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

By:

Matsuoka, Ryosuke;
Takahashi, Akihiko;
Uchida, Yoshihiko

Publication type:

Article