| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A BENCHMARK APPROACH TO FINANCE
|
Platen, Eckhard
|
|
2006
|
16 |
1 |
p. 131-151
|
article
|
| 2 |
A NOTE ON SEMIVARIANCE
|
Jin, Hanqing
|
|
2006
|
16 |
1 |
p. 53-61
|
article
|
| 3 |
APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING
|
Duan, Jin-Chuan
|
|
2006
|
16 |
1 |
p. 21-52
|
article
|
| 4 |
A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER
|
Øksendal, Bernt
|
|
2006
|
16 |
1 |
p. 119-129
|
article
|
| 5 |
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
|
Dai, Min
|
|
2006
|
16 |
1 |
p. 63-82
|
article
|
| 6 |
CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
|
Cadenillas, Abel
|
|
2006
|
16 |
1 |
p. 181-202
|
article
|
| 7 |
CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE
|
El Karoui, N icole
|
|
2006
|
16 |
1 |
p. 103-117
|
article
|
| 8 |
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
|
Xia, Jianming
|
|
2006
|
16 |
1 |
p. 203-216
|
article
|
| 9 |
MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE
|
Choulli, Tahir
|
|
2006
|
16 |
1 |
p. 1-19
|
article
|
| 10 |
OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
|
Li, Duan
|
|
2006
|
16 |
1 |
p. 83-101
|
article
|
| 11 |
PREFACE
|
|
|
2006
|
16 |
1 |
p. iii
|
article
|
| 12 |
UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
|
Kohatsu-Higa, Arturo
|
|
2006
|
16 |
1 |
p. 153-179
|
article
|
Journal description