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                             9 results found
no title author magazine year volume issue page(s) type
1 A BSDE approach to fair bilateral pricing under endogenous collateralization Nie, Tianyang
 2016
 20 4 p. 855-900
 article
2 A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates Glau, Kathrin
 2016
 20 4 p. 1021-1059
 article
3 Another look at the integral of exponential Brownian motion and the pricing of Asian options Lyasoff, Andrew
 2016
 20 4 p. 1061-1096
 article
4 Counterparty risk and funding: immersion and beyond Crépey, Stéphane
 2016
 20 4 p. 901-930
 article
5 Editorial: 20th anniversary of Finance and Stochastics Schweizer, Martin
 2016
 20 4 p. 807-808
 article
6 Liquidity management with decreasing returns to scale and secured credit line Pierre, Erwan
 2016
 20 4 p. 809-854
 article
7 No arbitrage of the first kind and local martingale numéraires Kabanov, Yuri
 2016
 20 4 p. 1097-1108
 article
8 Polynomial diffusions and applications in finance Filipović, Damir
 2016
 20 4 p. 931-972
 article
9 Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps Figueroa-López, José E.
 2016
 20 4 p. 973-1020
 article
                             9 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands