Volume 12; Issue 1

Finance and Stochastics

Volume 12; Issue 1
1

The dynamics of strategic information flows in stock markets

P. Seiler, B. Taub
Journal:
Finance and Stochastics
Year:
2008
Language:
english
File:
PDF, 602 KB
english, 2008
2

Free boundary and optimal stopping problems for American Asian options

Andrea Pascucci
Journal:
Finance and Stochastics
Year:
2008
Language:
english
File:
PDF, 456 KB
english, 2008
3

Optimal importance sampling with explicit formulas in

Paolo Guasoni, Scott Robertson
Journal:
Finance and Stochastics
Year:
2008
Language:
english
File:
PDF, 418 KB
english, 2008
4

Existence of Lévy term structure models

Damir Filipović, Stefan Tappe
Journal:
Finance and Stochastics
Year:
2008
Language:
english
File:
PDF, 659 KB
english, 2008
5

Convexity theory for the term structure equation

Erik Ekström, Johan Tysk
Journal:
Finance and Stochastics
Year:
2008
Language:
english
File:
PDF, 529 KB
english, 2008