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Results: 4

Authors: Geman, H Madan, DB Yor, M
Citation: H. Geman et al., Time changes for Levy processes, MATH FINANC, 11(1), 2001, pp. 79-96

Authors: Carr, P Geman, H Madan, DB
Citation: P. Carr et al., Pricing and hedging in incomplete markets, J FINAN EC, 62(1), 2001, pp. 131-167

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: Jarrow, RA Jin, X Madan, DB
Citation: Ra. Jarrow et al., The second fundamental theorem of asset pricing, MATH FINANC, 9(3), 1999, pp. 255-273
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