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Publication search results
found 29 matches
- 2004
- Fabrice Baudoin, Laurent Nguyen-Ngoc:
The financial value of a weak information on a financial market. Finance Stochastics 8(3): 415-435 (2004) - Christophette Blanchet-Scalliet, Monique Jeanblanc:
Hazard rate for credit risk and hedging defaultable contingent claims. Finance Stochastics 8(1): 145-159 (2004) - Bruno Bouchard, Ivar Ekeland, Nizar Touzi:
On the Malliavin approach to Monte Carlo approximation of conditional expectations. Finance Stochastics 8(1): 45-71 (2004) - Bruno Bouchard, Huyên Pham:
Wealth-path dependent utility maximization in incomplete markets. Finance Stochastics 8(4): 579-603 (2004) - Umut Çetin, Robert A. Jarrow, Philip Protter:
Liquidity risk and arbitrage pricing theory. Finance Stochastics 8(3): 311-341 (2004) - José Manuel Corcuera, Peter Imkeller, Arturo Kohatsu-Higa, David Nualart:
Additional utility of insiders with imperfect dynamical information. Finance Stochastics 8(3): 437-450 (2004) - Jean-Michel Courtault, Freddy Delbaen, Yuri Kabanov, Christophe Stricker:
On the law of one price. Finance Stochastics 8(4): 525-530 (2004) - Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve:
Editorial. Finance Stochastics 8(1): 1-2 (2004) - Amir Dembo, Jean-Dominique Deuschel, Darrell Duffie:
Large portfolio losses. Finance Stochastics 8(1): 3-16 (2004) - Marzia De Donno, Maurizio Pratelli:
On the use of measure-valued strategies in bond markets. Finance Stochastics 8(1): 87-109 (2004) - Youssef El-Khatib, Nicolas Privault:
Computations of Greeks in a market with jumps via the Malliavin calculus. Finance Stochastics 8(2): 161-179 (2004) - Susanne Emmer, Claudia Klüppelberg:
Optimal portfolios when stock prices follow an exponential Lévy process. Finance Stochastics 8(1): 17-44 (2004) - Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna:
Maturity cycles in implied volatility. Finance Stochastics 8(4): 451-477 (2004) - Yuan Gao, Kian Guan Lim, Kah Hwa Ng:
An approximation pricing algorithm in an incomplete market: A differential geometric approach. Finance Stochastics 8(4): 501-523 (2004) - Farshid Jamshidian:
Valuation of credit default swaps and swaptions. Finance Stochastics 8(3): 343-371 (2004) - Karel Janecek, Steven E. Shreve:
Asymptotic analysis for optimal investment and consumption with transaction costs. Finance Stochastics 8(2): 181-206 (2004) - Thierry Jeantheau:
A link between complete models with stochastic volatility and ARCH models. Finance Stochastics 8(1): 111-131 (2004) - Elyès Jouini, Moncef Meddeb, Nizar Touzi:
Vector-valued coherent risk measures. Finance Stochastics 8(4): 531-552 (2004) - Elyès Jouini, Clotilde Napp:
Convergence of utility functions and convergence of optimal strategies. Finance Stochastics 8(1): 133-144 (2004) - Yuri Kabanov, Claudia Klüppelberg:
A geometric approach to portfolio optimization in models with transaction costs. Finance Stochastics 8(2): 207-227 (2004) - Jan Kallsen, Christoph Kühn:
Pricing derivatives of American and game type in incomplete markets. Finance Stochastics 8(2): 261-284 (2004) - Andreas E. Kyprianou:
Some calculations for Israeli options. Finance Stochastics 8(1): 73-86 (2004) - Guillaume Lasserre:
Asymmetric information and imperfect competition in a continuous time multivariate security model. Finance Stochastics 8(2): 285-309 (2004) - Vadim Linetsky:
Lookback options and diffusion hitting times: A spectral expansion approach. Finance Stochastics 8(3): 373-398 (2004) - Thomas Møller:
Stochastic orders in dynamic reinsurance markets. Finance Stochastics 8(4): 479-499 (2004) - Marek Musiela, Thaleia Zariphopoulou:
An example of indifference prices under exponential preferences. Finance Stochastics 8(2): 229-239 (2004) - Marek Musiela, Thaleia Zariphopoulou:
A valuation algorithm for indifference prices in incomplete markets. Finance Stochastics 8(3): 399-414 (2004) - Jörn Sass, Ulrich G. Haussmann:
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. Finance Stochastics 8(4): 553-577 (2004) - Jianming Xia:
Multi-agent investment in incomplete markets. Finance Stochastics 8(2): 241-259 (2004)
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retrieved on 2024-05-17 19:09 CEST from data curated by the dblp team
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