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Volume 12; Issue 2
Main
Mathematical Finance
Volume 12; Issue 2
Mathematical Finance
Volume 12; Issue 2
1
The Use of Archimedean Copulas to Model Portfolio Allocations
David A. Hennessy
,
Harvey E. Lapan
Journal:
Mathematical Finance
Year:
2002
Language:
english
File:
PDF, 144 KB
Your tags:
english, 2002
2
Exponential Hedging and Entropic Penalties
Freddy Delbaen
,
Peter Grandits
,
Thorsten Rheinländer
,
Dominick Samperi
,
Martin Schweizer
,
Christophe Stricker
Journal:
Mathematical Finance
Year:
2002
Language:
english
File:
PDF, 228 KB
Your tags:
english, 2002
3
Put Option Premiums and Coherent Risk Measures
Robert Jarrow
Journal:
Mathematical Finance
Year:
2002
Language:
english
File:
PDF, 98 KB
Your tags:
english, 2002
4
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Yuri M. Kabanov
,
Christophe Stricker
Journal:
Mathematical Finance
Year:
2002
Language:
english
File:
PDF, 133 KB
Your tags:
english, 2002
5
Optimal Financing of a Corporation Subject To Random Returns
Suresh P. Sethi
,
Michael I. Taksar
Journal:
Mathematical Finance
Year:
2002
Language:
english
File:
PDF, 168 KB
Your tags:
english, 2002
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