Volume 19; Issue 4

Mathematical Finance

Volume 19; Issue 4
1

PUT-CALL SYMMETRY: EXTENSIONS AND APPLICATIONS

Peter Carr, Roger Lee
Journal:
Mathematical Finance
Year:
2009
Language:
english
File:
PDF, 491 KB
english, 2009
2

CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY

Nicole El Karoui, Claudia Ravanelli
Journal:
Mathematical Finance
Year:
2009
Language:
english
File:
PDF, 285 KB
english, 2009
3

HEDGING BY SEQUENTIAL REGRESSIONS REVISITED

Aleš Černý, Jan Kallsen
Journal:
Mathematical Finance
Year:
2009
Language:
english
File:
PDF, 252 KB
english, 2009
4

RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS

Bernt Øksendal, Agnès Sulem
Journal:
Mathematical Finance
Year:
2009
Language:
english
File:
PDF, 157 KB
english, 2009
6

LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS

Francesca Biagini, Alessandra Cretarola
Journal:
Mathematical Finance
Year:
2009
Language:
english
File:
PDF, 196 KB
english, 2009
7

ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES

Hideatsu Tsukahara
Journal:
Mathematical Finance
Year:
2009
Language:
english
File:
PDF, 192 KB
english, 2009