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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
4 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A Complete-Market Generalization of the Black-Scholes Model |
Takaoka, Koichiro |
2006 |
11 | 4 |
p. 431-444 |
article |
|
| 2 | A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach |
Matsuoka, Ryosuke |
2006 |
11 | 4 |
p. 393-430 |
article |
|
| 3 | Exact Solutions of a Model for Asset Prices by K. Takaoka |
Ishimura, Naoyuki |
2006 |
11 | 4 |
p. 445-451 |
article |
|
| 4 | From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes |
Fujiwara, Tsukasa |
2006 |
11 | 4 |
p. 367-391 |
article |
4 results found