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A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik (contributor) - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001488345
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Mean-reverting stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
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A filtering approach to pricing in multifactor term structure models
Gombani, Andrea; Runggaldier, Wolfgang J. - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 303-320
Persistent link: https://www.econbiz.de/10001578740
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Pricing derivative securities using cross-entropy : an economic analysis
Branger, Nicole - In: International journal of theoretical and applied finance 7 (2004) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10001946395
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On American derivates and related obstacle problems
Kampen, Jörg - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 565-591
Persistent link: https://www.econbiz.de/10001794260
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Drawdown measure in portfolio optimization
Chekhlov, Alexei; Uryasev, Stan; Zabarankin, Michael - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
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Agricultural finance revenue futures contract
Guinvarch, Martial V.; Janssen, Jacques; Cordier, Jean - In: International journal of theoretical and applied finance 7 (2004) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10002021472
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The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen; Šaltytė-Benth, Jūratė - In: International journal of theoretical and applied finance 7 (2004) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
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Rate of convergence of Monte Carlo simulations for the Hobson-Rogers model
Antonelli, Fabio; Prezioso, Valentina - In: International journal of theoretical and applied finance 11 (2008) 8, pp. 889-904
Persistent link: https://www.econbiz.de/10003812859
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A tractable multivariate default model based on a stochastic time-change
Mai, Jan-Frederik; Scherer, Matthias - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 227-249
Persistent link: https://www.econbiz.de/10003855783