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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
7 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A geometric approach to portfolio optimization in models with transaction costs |
Kabanov, Yuri |
2004 |
8 | 2 |
p. 207-227 |
article |
|
| 2 | An example of indifference prices under exponential preferences |
Musiela, Marek |
2004 |
8 | 2 |
p. 229-239 |
article |
|
| 3 | Asymmetric information and imperfect competition in a continuous time multivariate security model |
Lasserre, Guillaume |
2004 |
8 | 2 |
p. 285-309 |
article |
|
| 4 | Asymptotic analysis for optimal investment and consumption with transaction costs |
Janeček, Karel |
2004 |
8 | 2 |
p. 181-206 |
article |
|
| 5 | Computations of Greeks in a market with jumps via the Malliavin calculus |
El-Khatib, Youssef |
2004 |
8 | 2 |
p. 161-179 |
article |
|
| 6 | Multi-agent investment in incomplete markets |
Xia, Jianming |
2004 |
8 | 2 |
p. 241-259 |
article |
|
| 7 | Pricing derivatives of American and game type in incomplete markets |
Kallsen, Jan |
2004 |
8 | 2 |
p. 261-284 |
article |
7 results found