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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 | An analysis of a least squares regression method for American option pricing |
Clément, Emmanuelle |
2002 |
6 | 4 |
p. 449-471 |
article |
|
| 2 | Convex measures of risk and trading constraints |
Föllmer, Hans |
2002 |
6 | 4 |
p. 429-447 |
article |
|
| 3 | Optimal stopping and perpetual options for Lévy processes |
Mordecki, Ernesto |
2002 |
6 | 4 |
p. 473-493 |
article |
|
| 4 | The cumulant process and Esscher's change of measure |
Kallsen, Jan |
2002 |
6 | 4 |
p. 397-428 |
article |
|
| 5 | Utility maximization on the real line under proportional transaction costs |
Bouchard, Bruno |
2002 |
6 | 4 |
p. 495-516 |
article |
|
| 6 | Worst case model risk management |
Talay, Denis |
2002 |
6 | 4 |
p. 517-537 |
article |
6 results found