|
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
6 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes |
Poirot, Jérémy |
2007 |
13 | 4 |
p. 327-344 |
article |
|
| 2 | On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs |
Imai, Hitoshi |
2007 |
13 | 4 |
p. 315-326 |
article |
|
| 3 | Portfolio Optimization in Discontinuous Markets under Incomplete Information |
Callegaro, Giorgia |
2007 |
13 | 4 |
p. 373-394 |
article |
|
| 4 | Preface |
Omata, S. |
2007 |
13 | 4 |
p. 297 |
article |
|
| 5 | Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems |
Stojanovic, Srdjan D. |
2007 |
13 | 4 |
p. 345-372 |
article |
|
| 6 | What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates? |
Akahori, Jirô |
2007 |
13 | 4 |
p. 299-313 |
article |
6 results found