Period of time: 2014年2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 2
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Computations of Greeks in a market with jumps via the Malliavin calculus
By El-Khatib Youssef in (2004)
Finance and Stochastics,volume 8,issue 2 , Vol. 8, Iss. 2, 2004-05 , pp.Asymptotic analysis for optimal investment and consumption with transaction costs
Finance and Stochastics,volume 8,issue 2 , Vol. 8, Iss. 2, 2004-05 , pp.A geometric approach to portfolio optimization in models with transaction costs
Finance and Stochastics,volume 8,issue 2 , Vol. 8, Iss. 2, 2004-05 , pp.An example of indifference prices under exponential preferences
Finance and Stochastics,volume 8,issue 2 , Vol. 8, Iss. 2, 2004-05 , pp.Multi-agent investment in incomplete markets
Finance and Stochastics,volume 8,issue 2 , Vol. 8, Iss. 2, 2004-05 , pp.Pricing derivatives of American and game type in incomplete markets
Finance and Stochastics,volume 8,issue 2 , Vol. 8, Iss. 2, 2004-05 , pp.Asymmetric information and imperfect competition in a continuous time multivariate security model
By Lasserre Guillaume in (2004)
Finance and Stochastics,volume 8,issue 2 , Vol. 8, Iss. 2, 2004-05 , pp.