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An equilibrium guide to designing affine pricing models
Eraker, Bjørn; Shaliastovich, Ivan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 519-543
Persistent link: https://www.econbiz.de/10003769010
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Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç; Sircar, Kaushik Ronnie - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
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Portfolio insurance and volatility regime switching
Vanden, Joel M. - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 387-417
Persistent link: https://www.econbiz.de/10003326017
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Hedging with energy
Corielli, Francesco - In: Mathematical finance : an international journal of … 16 (2006) 3, pp. 495-517
Persistent link: https://www.econbiz.de/10003338687
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New-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard type
Lindberg, Carl - In: Mathematical finance : an international journal of … 16 (2006) 3, pp. 549-568
Persistent link: https://www.econbiz.de/10003338695
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Regular variation and smile asymptotics
Benaim, S.; Friz, P. - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003818197
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Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan; Kou, Steven - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
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To react or not? : technology shocks, fiscal policy and welfare in the EU-3
Malley, James R.; Philippopulos, Apostolēs; Woitek, Ulrich - In: European economic review : EER 53 (2009) 6, pp. 689-714
Persistent link: https://www.econbiz.de/10003882535
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Local well-posedness of Musiela's SPDE with Lévy noise
Marinelli, Carlo - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 341-363
Persistent link: https://www.econbiz.de/10008665088
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Asymptotic behavior of distribution densities in models with stochastic volatility
Gulisashvili, Archil; Stein, Elias M. - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 447-477
Persistent link: https://www.econbiz.de/10008667060