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On an investment-consumption model with transaction costs : an asymptotic analysis
Atkinson, Colin - In: Applied mathematical finance 4 (1997) 2, pp. 109-133
Persistent link: https://www.econbiz.de/10001226695
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Markovian spot rate dynamics with stochastic volatility structures
Au, Kelly T. - In: Applied mathematical finance 4 (1997) 2, pp. 101-108
Persistent link: https://www.econbiz.de/10001226700
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An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi - In: Applied mathematical finance 4 (1997) 2, pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
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Some applications of L 2-hedging with a non-negative wealth process
Korn, Ralf - In: Applied mathematical finance 4 (1997) 1, pp. 65-79
Persistent link: https://www.econbiz.de/10001226739
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Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco (contributor) - In: Applied mathematical finance 4 (1997) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
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Misspecified asset price models and robust hedging strategies
Ahn, Hyungsok - In: Applied mathematical finance 4 (1997) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10001226765
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Managing the volatility risk of portfolios of derivate securities : the Lagrangian uncertain volatility model
Avellaneda, Marco - In: Applied mathematical finance 3 (1996) 1, pp. 21-52
Persistent link: https://www.econbiz.de/10001209610
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A theoretical investigation of randomized asset allocation strategies
Milevsky, Moshe Arye - In: Applied mathematical finance 5 (1998) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10001245477
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General black-scholes models accounting for increased market volatility from hedging strategies
Sircar, Kaushik Ronnie - In: Applied mathematical finance 5 (1998) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10001238442
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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad - In: Applied mathematical finance 4 (1997) 4, pp. 181-199
Persistent link: https://www.econbiz.de/10001238761