Works matching IS 13872834 AND DT 2005 AND VI 12 AND IP 4
Results: 5
Optimal risk transfer and investment policies based upon stochastic differential utilities.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 375, doi. 10.1007/s10690-006-9031-8
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- Article
On the asymptotic behavior of the prices of Asian options.
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- Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 289, doi. 10.1007/s10690-006-9027-4
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- Article
Optimal policies of call with notice period requirement.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 353, doi. 10.1007/s10690-006-9030-9
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- Article
Dynamical analysis of corporate bonds based on the yield spread term-quality surface.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 307, doi. 10.1007/s10690-006-9028-3
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- Article
Lévy processes driven by stochastic volatility.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 333, doi. 10.1007/s10690-006-9029-2
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- Article