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Journal description
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7 results found
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title
author
magazine
year
volume
issue
page(s)
type
1
A reading guide for last passage times with financial applications in view
Nikeghbali, Ashkan
2013
17
3
p. 615-640
article
2
Duality and convergence for binomial markets with friction
Dolinsky, Yan
2012
17
3
p. 447-475
article
3
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L∞
Bion-Nadal, Jocelyne
2012
17
3
p. 587-613
article
4
Equilibrium model with default and dynamic insider information
Campi, Luciano
2012
17
3
p. 565-585
article
5
Model-independent bounds for option prices—a mass transport approach
Beiglböck, Mathias
2013
17
3
p. 477-501
article
6
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
Zanger, Daniel Z.
2013
17
3
p. 503-534
article
7
Robust utility maximization for a diffusion market model with misspecified coefficients
Tevzadze, Revaz
2012
17
3
p. 535-563
article
7 results found
Koninklijke Bibliotheek -
National Library of the Netherlands