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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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Valuation of default-sensitive claims under imperfect information
Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique - In: Finance and stochastics 12 (2008) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne - In: Finance and stochastics 12 (2008) 2, pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
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Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon - In: Finance and stochastics 12 (2008) 2, pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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Stochastic flow approach to Dupire's formula
Jourdain, B. - In: Finance and stochastics 11 (2007) 4, pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa; León, Jorge A.; Vives, Josep - In: Finance and stochastics 11 (2007) 4, pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
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On the convergence of stochastic dual dynamic programming and related methods
Philpott, A. B.; Guan, Z. - In: Operations research letters 36 (2008) 4, pp. 450-455
Persistent link: https://www.econbiz.de/10003786709
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The SC 1 property of an expected residual function arising from stochastic complementarity problems
Ling, Chen; Qi, Liqun; Zhou, Guanglu; Caccetta, Louis - In: Operations research letters 36 (2008) 4, pp. 456-460
Persistent link: https://www.econbiz.de/10003786716
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Adaptive serach with stochastic acceptance probabilities for global optimization
Ghate, Archis; Smith, Robert L. - In: Operations research letters 36 (2008) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10003773763
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On stochastic lot-sizing problems with random lead times
Huang, Kai; Küçükyavuz, Simge - In: Operations research letters 36 (2008) 3, pp. 303-308
Persistent link: https://www.econbiz.de/10003773778