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Volume 10; Issue 2
Main
Finance and Stochastics
Volume 10; Issue 2
Finance and Stochastics
Volume 10; Issue 2
1
Comparison of Option Prices in Semimartingale Models
Jan Bergenthum
,
Ludger Rüschendorf
Journal:
Finance and Stochastics
Year:
2006
Language:
english
File:
PDF, 303 KB
Your tags:
english, 2006
2
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
Bruno Bouchard
Journal:
Finance and Stochastics
Year:
2006
Language:
english
File:
PDF, 249 KB
Your tags:
english, 2006
3
Optimal Early Retirement Near the Expiration of a Pension Plan
E. Chevalier
Journal:
Finance and Stochastics
Year:
2006
Language:
english
File:
PDF, 203 KB
Your tags:
english, 2006
4
Option Pricing for Pure Jump Processes with Markov Switching Compensators
Robert J. Elliott
,
Carlton-James U. Osakwe
Journal:
Finance and Stochastics
Year:
2006
Language:
english
File:
PDF, 204 KB
Your tags:
english, 2006
5
Asymmetric Information in Fads Models
Paolo Guasoni
Journal:
Finance and Stochastics
Year:
2006
Language:
english
File:
PDF, 185 KB
Your tags:
english, 2006
6
Call Completeness Implies Completeness in then-period Model of a Financial Market
Lothar Rogge
Journal:
Finance and Stochastics
Year:
2006
Language:
english
File:
PDF, 107 KB
Your tags:
english, 2006
7
Consistent Variance Curve Models
Hans Buehler
Journal:
Finance and Stochastics
Year:
2006
Language:
english
File:
PDF, 254 KB
Your tags:
english, 2006
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