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Volume 17; Issue 3
Main
Mathematical Finance
Volume 17; Issue 3
Mathematical Finance
Volume 17; Issue 3
1
LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
Paul Glasserman
,
Wanmo Kang
,
Perwez Shahabuddin
Journal:
Mathematical Finance
Year:
2007
Language:
english
File:
PDF, 244 KB
Your tags:
english, 2007
2
PORTFOLIO MANAGEMENT WITH CONSTRAINTS
Phelim Boyle
,
Weidong Tian
Journal:
Mathematical Finance
Year:
2007
Language:
english
File:
PDF, 187 KB
Your tags:
english, 2007
3
PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS
Erik Ekström
,
Johan Tysk
Journal:
Mathematical Finance
Year:
2007
Language:
english
File:
PDF, 125 KB
Your tags:
english, 2007
4
A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS
Xing Jin
,
Hwee Huat Tan
,
Junhua Sun
Journal:
Mathematical Finance
Year:
2007
Language:
english
File:
PDF, 184 KB
Your tags:
english, 2007
5
HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES
Claudia La Chioma
,
Benedetto Piccoli
Journal:
Mathematical Finance
Year:
2007
Language:
english
File:
PDF, 151 KB
Your tags:
english, 2007
6
AN OLD-NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
Aharon Ben-Tal
,
Marc Teboulle
Journal:
Mathematical Finance
Year:
2007
Language:
english
File:
PDF, 185 KB
Your tags:
english, 2007
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