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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 | Arbitrage in fractional Brownian motion models |
Cheridito, Patrick |
2003 |
7 | 4 |
p. 533-553 |
article |
|
| 2 | A super-martingale property of the optimal portfolio process |
Schachermayer, Walter |
2003 |
7 | 4 |
p. 433-456 |
article |
|
| 3 | Convergence of the equilibrium prices in a family of financial models |
Jouini, Elyès |
2003 |
7 | 4 |
p. 491-507 |
article |
|
| 4 | Optimal dividend payouts for diffusions with solvency constraints |
Paulsen, Jostein |
2003 |
7 | 4 |
p. 457-473 |
article |
|
| 5 | Robust control and recursive utility |
Skiadas, Costis |
2003 |
7 | 4 |
p. 475-489 |
article |
|
| 6 | The interpolation of options |
Mykland, Per Aslak |
2003 |
7 | 4 |
p. 417-432 |
article |
|
| 7 | The minimal entropy martingale measures for geometric Lévy processes |
Fujiwara, Tsukasa |
2003 |
7 | 4 |
p. 509-531 |
article |
7 results found