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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 stochastic control problem with delay arising in a pension fund model |
Federico, Salvatore |
2010 |
15 | 3 |
p. 421-459 |
article |
|
| 2 | Hedging of a credit default swaption in the CIR default intensity model |
Bielecki, Tomasz R. |
2010 |
15 | 3 |
p. 541-572 |
article |
|
| 3 | Liquidity risk, price impacts and the replication problem |
Roch, Alexandre F. |
2011 |
15 | 3 |
p. 399-419 |
article |
|
| 4 | Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization |
Westray, Nicholas |
2010 |
15 | 3 |
p. 501-512 |
article |
|
| 5 | Multivariate utility maximization with proportional transaction costs |
Campi, Luciano |
2010 |
15 | 3 |
p. 461-499 |
article |
|
| 6 | Pricing equity default swaps under the jump-to-default extended CEV model |
Mendoza-Arriaga, Rafael |
2010 |
15 | 3 |
p. 513-540 |
article |
|
| 7 | Robust pricing and hedging of double no-touch options |
Cox, Alexander M. G. |
2011 |
15 | 3 |
p. 573-605 |
article |
7 results found