Volume 18; Issue 1

Finance and Stochastics

Volume 18; Issue 1
2

A mathematical treatment of bank monitoring incentives

Henri Pagès, Dylan Possamaï
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 1.08 MB
english, 2014
5

Efficient discretization of stochastic integrals

Fukasawa, Masaaki
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 1.01 MB
english, 2014
6

Stochastic mortality models: an infinite-dimensional approach

Tappe, Stefan, Weber, Stefan
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 1.15 MB
english, 2014
7

On the hedging of options on exploding exchange rates

Carr, Peter, Fisher, Travis, Ruf, Johannes
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 962 KB
english, 2014
8

Abstract, classic, and explicit turnpikes

Guasoni, Paolo, Kardaras, Constantinos, Robertson, Scott, Xing, Hao
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 1.20 MB
english, 2014