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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 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