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Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.; Yannacopoulos, Athanasios N. - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
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Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos; Skiadopoulos, George - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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A common market measure for libor and pricing caps, floors and swaps in a field theory of forward interest rates
Baaquie, Belal E. - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 999-1018
Persistent link: https://www.econbiz.de/10003280030
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Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
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The proper use of risk measures in portfolio theory
Ortobelli, Sergio; Račev, Svetlozar T.; Stoyanov, Stoyan; … - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
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An infinite factor model for credit risk
Schmidt, Thorsten - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 43-68
Persistent link: https://www.econbiz.de/10003285916
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The opinion game : stock price evolution from microscopic market modeling
Bovier, Anton; C̆erný, Jir̆í; Hryniv, Ostap - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10003285942
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Optimal timing of the annuity purchase : combined stochastic control and optimal stopping problem
Stabile, Gabriele - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 151-170
Persistent link: https://www.econbiz.de/10003312710