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
- By:
- Publication type:
- Article
Works matching IS 13872834 AND DT 2005 AND VI 12 AND IP 4
Results: 5
1
2
On the asymptotic behavior of the prices of Asian options.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 289, doi. 10.1007/s10690-006-9027-4
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article