Volume 21; Issue 1

Mathematical Finance

Volume 21; Issue 1
1

ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY

Anatolii A. Puhalskii
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 210 KB
english, 2011
2

DYNAMIC CDO TERM STRUCTURE MODELING

Damir Filipović, Ludger Overbeck, Thorsten Schmidt
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 176 KB
english, 2011
3

MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS

Peter Carr, Peter Laurence
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 276 KB
english, 2011
4

MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS

Martin Keller-Ressel
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 371 KB
english, 2011
5

BILINEAR TERM STRUCTURE MODEL

C. Gourieroux, A. Monfort
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 156 KB
english, 2011
7

PRICING ASIAN OPTIONS FOR JUMP DIFFUSION

Erhan Bayraktar, Hao Xing
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 217 KB
english, 2011