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                             8 results found
no title author magazine year volume issue page(s) type
1 A clarification note about hitting times densities for Ornstein-Uhlenbeck processes Göing-Jaeschke, Anja
 2003
 7 3 p. 413-415
 article
2 A semilinear Black and Scholes partial differential equation for valuing American options Benth, Fred E.
 2003
 7 3 p. 277-298
 article
3 A semimartingale BSDE related to the minimal entropy martingale measure Mania, Michael
 2003
 7 3 p. 385-402
 article
4 Modeling the term structure of interest rates with general short-rate models Takamizawa, Hideyuki
 2003
 7 3 p. 323-335
 article
5 On a test for a parametric form of volatility in continuous time financial models Dette, Holger
 2003
 7 3 p. 363-384
 article
6 On the closedness of sums of convex cones in $L^0$ and the robust no-arbitrage property Kabanov, Yuri
 2003
 7 3 p. 403-411
 article
7 Optimal investment for investors with state dependent income, and for insurers Hipp, Christian
 2003
 7 3 p. 299-321
 article
8 The rate of convergence of the binomial tree scheme Walsh, John B.
 2003
 7 3 p. 337-361
 article
                             8 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands