Finance and Stochastics,volume 11,issue 4  (10-2014)

Period of time： 2014年4期

Publisher： Springer Publishing Company

Founded in： 2000

Total resources： 13

ISSN： 0949-2984

Subject： F8 Finances

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Finance and Stochastics,volume 11,issue 4

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The numéraire portfolio in semimartingale financial models

By Karatzas Ioannis in (2007)

Finance and Stochastics,volume 11,issue 4 , Vol. 11, Iss. 4, 2007-10 , pp. 447-493

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Efficient estimation of drift parameters in stochastic volatility models

By Gloter Arnaud in (2007)

Finance and Stochastics,volume 11,issue 4 , Vol. 11, Iss. 4, 2007-10 , pp. 495-519

Springer Publishing Company

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Stochastic flow approach to Dupire's formula

By Jourdain B. in (2007)

Finance and Stochastics,volume 11,issue 4 , Vol. 11, Iss. 4, 2007-10 , pp. 521-535

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Pricing and hedging European options with discrete-time coherent risk

By Cherny Alexander in (2007)

Finance and Stochastics,volume 11,issue 4 , Vol. 11, Iss. 4, 2007-10 , pp. 537-569

Springer Publishing Company

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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

By Alòs Elisa,León Jorge,Vives Josep in (2007)

Finance and Stochastics,volume 11,issue 4 , Vol. 11, Iss. 4, 2007-10 , pp. 571-589

Springer Publishing Company

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Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling

By Campi Luciano in (2007)

Finance and Stochastics,volume 11,issue 4 , Vol. 11, Iss. 4, 2007-10 , pp. 591-602

Springer Publishing Company

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Call for papers for a special issue of Finance and Stochastics on “Computational Methods in Finance”

By in (2007)

Finance and Stochastics,volume 11,issue 4 , Vol. 11, Iss. 4, 2007-10 , pp. 603-603

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Total 7 item(s)