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Volume 7; Issue 3
Main
Finance and Stochastics
Volume 7; Issue 3
Finance and Stochastics
Volume 7; Issue 3
1
On a test for a parametric form of volatility in continuous time financial models
Holger Dette
,
Carsten von Lieres und Wilkau
Journal:
Finance and Stochastics
Year:
2003
Language:
english
File:
PDF, 257 KB
Your tags:
english, 2003
2
Modeling the term structure of interest rates with general short-rate models
Hideyuki Takamizawa
,
Isao Shoji
Journal:
Finance and Stochastics
Year:
2003
Language:
english
File:
PDF, 188 KB
Your tags:
english, 2003
3
On the closedness of sums of convex cones in(L^0)and the robust no-arbitrage property
Yuri Kabanov
,
Miklós Rásonyi
,
Christophe Stricker
Journal:
Finance and Stochastics
Year:
2003
Language:
english
File:
PDF, 160 KB
Your tags:
english, 2003
4
A semimartingale BSDE related to the minimal entropy martingale measure
Michael Mania
,
Marina Santacroce
,
Revaz Tevzadze
Journal:
Finance and Stochastics
Year:
2003
Language:
english
File:
PDF, 213 KB
Your tags:
english, 2003
5
A semilinear Black and Scholes partial differential equation for valuing American options
Fred E. Benth
,
Kenneth H. Karlsen
,
Kristin Reikvam
Journal:
Finance and Stochastics
Year:
2003
Language:
english
File:
PDF, 232 KB
Your tags:
english, 2003
6
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Anja Göing-Jaeschke
,
Marc Yor
Journal:
Finance and Stochastics
Year:
2003
Language:
english
File:
PDF, 106 KB
Your tags:
english, 2003
7
The rate of convergence of the binomial tree scheme
John B. Walsh
Journal:
Finance and Stochastics
Year:
2003
Language:
english
File:
PDF, 284 KB
Your tags:
english, 2003
8
Optimal investment for investors with state dependent income, and for insurers
Christian Hipp
,
Michael Plum
Journal:
Finance and Stochastics
Year:
2003
Language:
english
File:
PDF, 225 KB
Your tags:
english, 2003
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