Period of time: 2014年1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 8,issue 1
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By Delbaen Freddy,Embrechts Paul,Föllmer Hans,Kabanov Yuri,Shreve Steven in (2004)
Finance and Stochastics,volume 8,issue 1 , Vol. 8, Iss. 1, 2004-01 , pp.Optimal portfolios when stock prices follow an exponential Lévy process
Finance and Stochastics,volume 8,issue 1 , Vol. 8, Iss. 1, 2004-01 , pp.On the Malliavin approach to Monte Carlo approximation of conditional expectations
Finance and Stochastics,volume 8,issue 1 , Vol. 8, Iss. 1, 2004-01 , pp.Some calculations for Israeli options
By Kyprianou Andreas in (2004)
Finance and Stochastics,volume 8,issue 1 , Vol. 8, Iss. 1, 2004-01 , pp.On the use of measure-valued strategies in bond markets
Finance and Stochastics,volume 8,issue 1 , Vol. 8, Iss. 1, 2004-01 , pp.A link between complete models with stochastic volatility and ARCH models
By Jeantheau Thierry in (2004)
Finance and Stochastics,volume 8,issue 1 , Vol. 8, Iss. 1, 2004-01 , pp.Convergence of utility functions and convergence of optimal strategies
Finance and Stochastics,volume 8,issue 1 , Vol. 8, Iss. 1, 2004-01 , pp.Hazard rate for credit risk and hedging defaultable contingent claims
By Blanchet-Scalliet Christophette in (2004)
Finance and Stochastics,volume 8,issue 1 , Vol. 8, Iss. 1, 2004-01 , pp.