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Volume 11; Issue 3
Main
Mathematical Finance
Volume 11; Issue 3
Mathematical Finance
Volume 11; Issue 3
1
Pricing of New Securities in an Incomplete Market: the Catch 22 of No-Arbitrage Pricing
Phelim Boyle
,
Tan Wang
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 134 KB
Your tags:
english, 2001
2
Robust Hedging of Barrier Options
Haydyn Brown
,
David Hobson
,
L. C. G. Rogers
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 384 KB
Your tags:
english, 2001
3
No Arbitrage in Discrete Time Under Portfolio Constraints
Laurence Carassus
,
Huye^n Pham
,
Nizar Touzi
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 148 KB
Your tags:
english, 2001
4
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
George M. Constantinides
,
Thaleia Zariphopoulou
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 195 KB
Your tags:
english, 2001
5
Leland's Approach to Option Pricing: The Evolution of a Discontinuity
Peter Grandits
,
Werner Schachinger
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 149 KB
Your tags:
english, 2001
6
A Note on the Boyle–Vorst Discrete-Time Option Pricing Model with Transactions Costs
Ken Palmer
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 68 KB
Your tags:
english, 2001
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