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                             7 results found
no 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