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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
7 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A class of short-term models for the oil industry that accounts for speculative oil storage |
Achdou, Yves |
|
26 | 3 |
p. 631-669 |
article |
|
| 2 | A continuous-time asset market game with short-lived assets |
Zhitlukhin, Mikhail |
|
26 | 3 |
p. 587-630 |
article |
|
| 3 | A least-squares Monte Carlo approach to the estimation of enterprise risk |
Ha, Hongjun |
|
26 | 3 |
p. 417-459 |
article |
|
| 4 | Log-optimal and numéraire portfolios for market models stopped at a random time |
Choulli, Tahir |
|
26 | 3 |
p. 535-585 |
article |
|
| 5 | On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance |
Asmussen, Søren |
|
26 | 3 |
p. 383-416 |
article |
|
| 6 | Set-valued dynamic risk measures for processes and for vectors |
Chen, Yanhong |
|
26 | 3 |
p. 505-533 |
article |
|
| 7 | Solving optimal stopping problems under model uncertainty via empirical dual optimisation |
Belomestny, Denis |
|
26 | 3 |
p. 461-503 |
article |
7 results found