Volume 6; Issue 3

Quantitative Finance

Volume 6; Issue 3
1

An exact and explicit solution for the valuation of American put options

Zhu, Song-Ping
Journal:
Quantitative Finance
Year:
2006
Language:
english
File:
PDF, 233 KB
english, 2006
2

Book Review

Hobson, David
Journal:
Quantitative Finance
Year:
2006
Language:
english
File:
PDF, 87 KB
english, 2006
3

Expensive martingales

Buehler, Hans
Journal:
Quantitative Finance
Year:
2006
Language:
english
File:
PDF, 228 KB
english, 2006
4

Local volatility function models under a benchmark approach

Heath, David, Platen, Eckhard
Journal:
Quantitative Finance
Year:
2006
Language:
english
File:
PDF, 787 KB
english, 2006
5

Investor preferences and portfolio selection: is diversification an appropriate strategy?

James Hueng, C., Yau, Ruey
Journal:
Quantitative Finance
Year:
2006
Language:
english
File:
PDF, 1.11 MB
english, 2006
6

Symmetry and duality in Lévy markets

Fajardo, JosÉ, Mordecki, Ernesto
Journal:
Quantitative Finance
Year:
2006
Language:
english
File:
PDF, 189 KB
english, 2006
8

Dynamic capital allocation: exploiting persistent patterns in currency performance

Crownover, Collin
Journal:
Quantitative Finance
Year:
2006
Language:
english
File:
PDF, 151 KB
english, 2006