Period of time: 2014年4期
Publisher: Springer Publishing Company
Founded in: 2000
Total resources: 13
ISSN: 0949-2984
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Finance and Stochastics,volume 10,issue 4
Menu
Spectral calibration of exponential Lévy models
Finance and Stochastics,volume 10,issue 4 , Vol. 10, Iss. 4, 2006-12 , pp.Asymptotic behaviour of mean-quantile efficient portfolios
By Dmitrašinović-Vidović Gordana in (2006)
Finance and Stochastics,volume 10,issue 4 , Vol. 10, Iss. 4, 2006-12 , pp.Optimal portfolio choice in the bond market
Finance and Stochastics,volume 10,issue 4 , Vol. 10, Iss. 4, 2006-12 , pp.A counter-example to an option pricing formula under transaction costs
Finance and Stochastics,volume 10,issue 4 , Vol. 10, Iss. 4, 2006-12 , pp.A super-replication theorem in Kabanov’s model of transaction costs
Finance and Stochastics,volume 10,issue 4 , Vol. 10, Iss. 4, 2006-12 , pp.