Volume 9; Issue 2

Quantitative Finance

Volume 9; Issue 2
1

Pricing jump risk with utility indifference

Wu, Lixin, Dai, Min
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 182 KB
english, 2009
2

Achieving smooth asymptotics for the prices of European options in binomial trees

Joshi, Mark S.
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 143 KB
english, 2009
3

Portfolio choice under dynamic investment performance criteria

Musiela, M., Zariphopoulou, T.
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 266 KB
english, 2009
4

A multi-quality model of interest rates

Kijima, Masaaki, Tanaka, Keiichi, Wong, Tony
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 464 KB
english, 2009
5

Law of large numbers and large deviations for dependent risks

Maier, Ramona, Wüthrich, Mario V.
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 249 KB
english, 2009
7

Coherent hedging in incomplete markets

Rudloff, Birgit
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 273 KB
english, 2009
8

Empirical analysis of the average asset correlation for real estate investment trusts

Lopez, Jose A.
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 267 KB
english, 2009
9

Uncovered interest parity and the FX carry trade†

James, Jessica, Kasikov, Kristjan, Secmen, Aysu
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 1.30 MB
english, 2009