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                             9 results found
no title author magazine year volume issue page(s) type
1 Asymptotic and exact pricing of options on variance Keller-Ressel, Martin
 2012
 17 1 p. 107-133
 article
2 Bubbles and crashes in a Black–Scholes model with delay Appleby, John A. D.
 2012
 17 1 p. 1-30
 article
3 Consumption-portfolio optimization with recursive utility in incomplete markets Kraft, Holger
 2012
 17 1 p. 161-196
 article
4 Correction note for ‘The large-maturity smile for the Heston model’ Bernard, Carole
 2012
 17 1 p. 223-224
 article
5 Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates Chen, Xi
 2012
 17 1 p. 225-226
 article
6 Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation Bouchard, Bruno
 2012
 17 1 p. 31-72
 article
7 Optimal dividend policies with transaction costs for a class of jump-diffusion processes Hunting, Martin
 2012
 17 1 p. 73-106
 article
8 Optimal hedging of demographic risk in life insurance Norberg, Ragnar
 2012
 17 1 p. 197-222
 article
9 The optimal-drift model: an accelerated binomial scheme Korn, Ralf
 2012
 17 1 p. 135-160
 article
                             9 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands