Volume 8; Issue 1

Mathematical Finance

Volume 8; Issue 1
1

A Simple Counterexample to Several Problems in the Theory of Asset Pricing

Freddy Delbaen, Walter Schachermayer
Journal:
Mathematical Finance
Year:
1998
Language:
english
File:
PDF, 135 KB
english, 1998
2

Option Pricing in ARCH-type Models

Jan Kallsen, Murad S. Taqqu
Journal:
Mathematical Finance
Year:
1998
Language:
english
File:
PDF, 132 KB
english, 1998
3

Complete Models with Stochastic Volatility

David G. Hobson, L. C. G. Rogers
Journal:
Mathematical Finance
Year:
1998
Language:
english
File:
PDF, 500 KB
english, 1998
4

Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach

Hyeng Keun Koo
Journal:
Mathematical Finance
Year:
1998
Language:
english
File:
PDF, 140 KB
english, 1998
5

On Feedback Effects from Hedging Derivatives

Eckhard Platen, Martin Schweizer
Journal:
Mathematical Finance
Year:
1998
Language:
english
File:
PDF, 439 KB
english, 1998
6

Ergodicity, State Prices, and Long Bond Returns

Anthony Tessitore, Nilufer Usmen
Journal:
Mathematical Finance
Year:
1998
Language:
english
File:
PDF, 105 KB
english, 1998