1

Time Change Representation of Stochastic Integrals

Year:
2002
Language:
english
File:
PDF, 150 KB
english, 2002
5

On the existence of shadow prices

Year:
2013
Language:
english
File:
PDF, 657 KB
english, 2013
7

The cumulant process and Esscher's change of measure

Year:
2002
Language:
english
File:
PDF, 293 KB
english, 2002
8

HEDGING BY SEQUENTIAL REGRESSIONS REVISITED

Year:
2009
Language:
english
File:
PDF, 252 KB
english, 2009
9

MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION

Year:
2008
Language:
english
File:
PDF, 195 KB
english, 2008
12

OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS

Year:
2015
Language:
english
File:
PDF, 262 KB
english, 2015
13

Optimal portfolios for logarithmic utility

Year:
2000
Language:
english
File:
PDF, 173 KB
english, 2000
14

Optimal portfolios for exponential Lévy processes

Year:
2000
Language:
english
File:
PDF, 181 KB
english, 2000
15

A utility maximization approach to hedging in incomplete markets

Year:
1999
Language:
english
File:
PDF, 189 KB
english, 1999
16

Quadratic hedging in affine stochastic volatility models

Year:
2009
Language:
english
File:
PDF, 348 KB
english, 2009
17

Option Pricing in ARCH-type Models

Year:
1998
Language:
english
File:
PDF, 132 KB
english, 1998
18

A COUNTEREXAMPLE CONCERNING THE VARIANCE-OPTIMAL MARTINGALE MEASURE

Year:
2008
Language:
english
File:
PDF, 106 KB
english, 2008
19

PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

Year:
2011
Language:
english
File:
PDF, 185 KB
english, 2011
22

Derivative pricing based on local utility maximization

Year:
2002
Language:
english
File:
PDF, 212 KB
english, 2002
23

Variance-Optimal Hedging for Time-Changed Lévy Processes

Year:
2011
Language:
english
File:
PDF, 353 KB
english, 2011
28

Rate of Intracellular Diffusion as Measured in Barnacle Muscle

Year:
1969
Language:
english
File:
PDF, 498 KB
english, 1969
30

A complete explicit solution to the log-optimal portfolio problem

Year:
2003
Language:
english
File:
PDF, 251 KB
english, 2003
32

On the Structure of General Mean-Variance Hedging Strategies

Year:
2005
Language:
english
File:
PDF, 346 KB
english, 2005
33

[Springer Finance] Mathematical Finance ||

Year:
2019
Language:
english
File:
PDF, 17.81 MB
english, 2019
36

COGARCH as a continuous-time limit of GARCH(1,1)

Year:
2009
Language:
english
File:
PDF, 957 KB
english, 2009
37

Epidemiology of pediatric prehospital care

Year:
1987
Language:
english
File:
PDF, 703 KB
english, 1987
38

Prehospital patients refusing care

Year:
1988
Language:
english
File:
PDF, 853 KB
english, 1988
40

Endotracheal intubation of pediatric patients by paramedics

Year:
1989
Language:
english
File:
PDF, 487 KB
english, 1989
41

Alfalfa yield as related to transpiration, growth stage and environment

Year:
1991
Language:
english
File:
PDF, 794 KB
english, 1991
42

Irrigation effects on rooting patterns of Spring Barley

Year:
1988
Language:
english
File:
PDF, 802 KB
english, 1988
43

Existence of shadow prices in finite probability spaces

Year:
2011
Language:
english
File:
PDF, 175 KB
english, 2011
44

Pricing derivatives of American and game type in incomplete markets

Year:
2004
Language:
english
File:
PDF, 281 KB
english, 2004
45

Drosophilaals Modell in der Asthma-Forschung

Year:
2011
Language:
german
File:
PDF, 1.47 MB
german, 2011
46

A bus routing system for rural school districts

Year:
1990
Language:
english
File:
PDF, 292 KB
english, 1990