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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 | An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model |
Chen, Yu-Ting |
2007 |
11 | 3 |
p. 323-355 |
article |
|
| 2 | Exponential moments for HJM models with jumps |
Jakubowski, Jacek |
2007 |
11 | 3 |
p. 429-445 |
article |
|
| 3 | Minimal Hellinger martingale measures of order q |
Choulli, Tahir |
2007 |
11 | 3 |
p. 399-427 |
article |
|
| 4 | Multivariate risks and depth-trimmed regions |
Cascos, Ignacio |
2007 |
11 | 3 |
p. 373-397 |
article |
|
| 5 | Optimal exercise of executive stock options |
Rogers, L. C. G. |
2007 |
11 | 3 |
p. 357-372 |
article |
|
| 6 | Small-time ruin for a financial process modulated by a Harris recurrent Markov chain |
Collamore, Jeffrey F. |
2007 |
11 | 3 |
p. 299-322 |
article |
6 results found