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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S. - In: Finance and stochastics 11 (2007) 4, pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
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Insider trading in an equilibrium model with default : a passage from reduced-form to structural modelling
Campi, Luciano; Çetin, Umut - In: Finance and stochastics 11 (2007) 4, pp. 591-602
Persistent link: https://www.econbiz.de/10003645546
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Asymmetric information in fads models
Guasoni, Paolo - In: Finance and stochastics 10 (2006) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10003334913
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An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
Chen, Yu-Ting; Lee, Cheng F.; Sheu, Yuan-Chung - In: Finance and stochastics 11 (2007) 3, pp. 323-355
Persistent link: https://www.econbiz.de/10003485808
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Minimal Hellinger martingale measures of order q
Choulli, Tahir; Stricker, Christophe; Li, Jai - In: Finance and stochastics 11 (2007) 3, pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
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Exponential moments for HJM models with jumps
Jakubowski, Jacek; Zabczyk, Jerzy - In: Finance and stochastics 11 (2007) 3, pp. 429-445
Persistent link: https://www.econbiz.de/10003485817
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Spectral calibration of exponential Lévy models
Belomestny, Denis; Reiß, Markus - In: Finance and stochastics 10 (2006) 4, pp. 449-474
Persistent link: https://www.econbiz.de/10003405638
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Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Finance and stochastics 14 (2010) 4, pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
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The dynamics of strategic information flows in stock markets
Seiler, P.; Taub, Bart - In: Finance and stochastics 12 (2008) 1, pp. 43-82
Persistent link: https://www.econbiz.de/10003592548
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Asset price bubbles from heterogeneous beliefs about mean reversion rates
Chen, Xi; Kohn, Robert V. - In: Finance and stochastics 15 (2011) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10009159110