| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Anomalous PDEs in Markov chains: Domains of validity and numerical solutions
|
Norberg, Ragnar
|
|
2005
|
9 |
4 |
p. 519-537
|
article
|
| 2 |
A note on the large homogeneous portfolio approximation with the Student-t copula
|
Schloegl, Lutz
|
|
2005
|
9 |
4 |
p. 577-584
|
article
|
| 3 |
Conditional and dynamic convex risk measures
|
Detlefsen, Kai
|
|
2005
|
9 |
4 |
p. 539-561
|
article
|
| 4 |
Local martingales, bubbles and option prices
|
Cox, Alexander M. G.
|
|
2005
|
9 |
4 |
p. 477-492
|
article
|
| 5 |
Optimal investment with derivative securities
|
Ílhan, Aytaç
|
|
2005
|
9 |
4 |
p. 585-595
|
article
|
| 6 |
Pricing options on realized variance
|
Carr, Peter
|
|
2005
|
9 |
4 |
p. 453-475
|
article
|
| 7 |
Robust representation of convex risk measures by probability measures
|
Krätschmer, Volker
|
|
2005
|
9 |
4 |
p. 597-608
|
article
|
| 8 |
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps
|
Benth, Fred Espen
|
|
2005
|
9 |
4 |
p. 563-575
|
article
|
| 9 |
Utility maximization in incomplete markets for unbounded processes
|
Biagini, Sara
|
|
2005
|
9 |
4 |
p. 493-517
|
article
|
Journal description