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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
6 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A closed-form solution to the problem of super-replication under transaction costs |
Cvitanić, Jakša |
1999 |
3 | 1 |
p. 35-54 |
article |
|
| 2 | Connecting discrete and continuous path-dependent options |
Broadie, Mark |
1999 |
3 | 1 |
p. 55-82 |
article |
|
| 3 | Dynamic programming and mean-variance hedging |
Laurent, Jean Paul |
1999 |
3 | 1 |
p. 83-110 |
article |
|
| 4 | Hedging contingent claims on semimartingales |
Jarrow, Robert |
1999 |
3 | 1 |
p. 111-134 |
article |
|
| 5 | Stock market prices and long-range dependence |
Willinger, Walter |
1999 |
3 | 1 |
p. 1-13 |
article |
|
| 6 | Turnpike behavior of long-term investments |
Huang, Chi-fu |
1999 |
3 | 1 |
p. 15-34 |
article |
6 results found