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                             8 results found
no title author magazine year volume issue page(s) type
1 Additive subordination and its applications in finance Li, Jing
 2016
 20 3 p. 589-634
 article
2 Almost-sure hedging with permanent price impact Bouchard, Bruno
 2016
 20 3 p. 741-771
 article
3 An explicit martingale version of the one-dimensional Brenier theorem Henry-Labordère, Pierre
 2016
 20 3 p. 635-668
 article
4 Consumption-investment problem with transaction costs for Lévy-driven price processes Vallière, Dimitri De
 2016
 20 3 p. 705-740
 article
5 Retraction Note to: The distribution of the maximum of a variance gamma process and path-dependent option pricing Ivanov, Roman V.
 2016
 20 3 p. 805
 article
6 Robust pricing and hedging under trading restrictions and the emergence of local martingale models Cox, Alexander M. G.
 2016
 20 3 p. 669-704
 article
7 Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration Fouque, Jean-Pierre
 2016
 20 3 p. 543-588
 article
8 The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing Dassios, Angelos
 2016
 20 3 p. 773-804
 article
                             8 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands