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Results:
1-17
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Results: 17
Authors:
Kabanov, YM
Citation: Ym. Kabanov, Arbitrage theory, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 3-42
Authors:
Jouini, ES
Napp, C
Citation: Es. Jouini et C. Napp, Market models with frictions: Arbitrage and pricing issues, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 43-66
Authors:
Detemple, J
Citation: J. Detemple, American options: Symmetry properties, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 67-104
Authors:
Madan, DB
Citation: Db. Madan, Purely discontinuous asset price processes, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 105-153
Authors:
Garcia, R
Renault, E
Citation: R. Garcia et E. Renault, Latent variable models for stochastic discount factors, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 154-184
Authors:
Boyle, P
Broadie, M
Glasserman, P
Citation: P. Boyle et al., Monte Carlo methods for security pricing, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 185-238
Authors:
Bjork, T
Citation: T. Bjork, A geometric view of interest rate theory, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 241-277
Authors:
Brace, A
Dun, T
Barton, G
Citation: A. Brace et al., Towards a central interest rate model, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 278-313
Authors:
Goldys, B
Musiela, M
Citation: B. Goldys et M. Musiela, Infinite dimensional diffusions, Kolmogorov equations and interest rate models, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 314-335
Authors:
Rutkowski, M
Citation: M. Rutkowski, Modelling of forward libor and swap rates, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 336-395
Authors:
Bielecki, TR
Rutkowski, M
Citation: Tr. Bielecki et M. Rutkowski, Credit risk modelling: Intensity based approach, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 399-457
Authors:
Carr, P
Madan, D
Citation: P. Carr et D. Madan, Towards a theory of volatility trading, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 458-476
Authors:
Glasserman, P
Citation: P. Glasserman, Shortfall risk in long-term hedging with short-term futures contracts, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 477-508
Authors:
Heath, D
Platen, E
Schweizer, M
Citation: D. Heath et al., Numerical comparison of local risk-minimisation and mean-variance hedging, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 509-537
Authors:
Schweizer, M
Citation: M. Schweizer, A guided tour through quadratic hedging approaches, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 538-574
Authors:
Cvitanic, J
Citation: J. Cvitanic, Theory of portfolio optimization in markets with frictions, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 577-631
Authors:
Karatzas, L
Zhao, XL
Citation: L. Karatzas et Xl. Zhao, Bayesian adaptive portfolio optimization, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 632-669
Risultati:
1-17
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