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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 | Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities |
Wang, Ruodu |
2012 |
17 | 2 |
p. 395-417 |
article |
|
| 2 | Discretely sampled variance and volatility swaps versus their continuous approximations |
Jarrow, Robert |
2012 |
17 | 2 |
p. 305-324 |
article |
|
| 3 | Exercise boundary of the American put near maturity in an exponential Lévy model |
Lamberton, Damien |
2012 |
17 | 2 |
p. 355-394 |
article |
|
| 4 | Market selection with learning and catching up with the Joneses |
Muraviev, Roman |
2012 |
17 | 2 |
p. 273-304 |
article |
|
| 5 | Optimal consumption and investment for markets with random coefficients |
Berdjane, Belkacem |
2012 |
17 | 2 |
p. 419-446 |
article |
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| 6 | The dual optimizer for the growth-optimal portfolio under transaction costs |
Gerhold, S. |
2011 |
17 | 2 |
p. 325-354 |
article |
|
| 7 | Time-consistent mean-variance portfolio selection in discrete and continuous time |
Czichowsky, Christoph |
2012 |
17 | 2 |
p. 227-271 |
article |
7 results found