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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 OLD-NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT |
Ben-Tal, Aharon |
2007 |
17 | 3 |
p. 449-476 |
article |
|
| 2 | A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS |
Jin, Xing |
2007 |
17 | 3 |
p. 399-426 |
article |
|
| 3 | HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES |
La Chioma, Claudia |
2007 |
17 | 3 |
p. 427-447 |
article |
|
| 4 | LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK |
Glasserman, Paul |
2007 |
17 | 3 |
p. 345-379 |
article |
|
| 5 | PORTFOLIO MANAGEMENT WITH CONSTRAINTS |
Boyle, Phelim |
2007 |
17 | 3 |
p. 319-343 |
article |
|
| 6 | PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS |
Ekström, Erik |
2007 |
17 | 3 |
p. 381-397 |
article |
6 results found