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Volume 21; Issue 1
Main
Mathematical Finance
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
Your tags:
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
Your tags:
english, 2011
3
MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS
Peter Carr
,
Peter Laurence
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 276 KB
Your tags:
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
Your tags:
english, 2011
5
BILINEAR TERM STRUCTURE MODEL
C. Gourieroux
,
A. Monfort
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 156 KB
Your tags:
english, 2011
6
EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA
Daniel Hernández-Hernández
,
Erick Trevino-Aguilar
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 149 KB
Your tags:
english, 2011
7
PRICING ASIAN OPTIONS FOR JUMP DIFFUSION
Erhan Bayraktar
,
Hao Xing
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 217 KB
Your tags:
english, 2011
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