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Intrinsic prices of risk
Le, Truc - In: Journal of mathematical finance 4 (2014) 5, pp. 318-327
Persistent link: https://www.econbiz.de/10011312410
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Contingent claims in incomplete markets : a case study
Mataramvura, Sure - In: Journal of mathematical finance 3 (2013) 4, pp. 426-430
Persistent link: https://www.econbiz.de/10010239520
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Randomized stopping times and early exercise for American derivatives in dry markets
Matos, João Amaro de; Lacerda, Ana - In: Journal of mathematical finance 6 (2016) 5, pp. 842-865
Persistent link: https://www.econbiz.de/10011657696
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On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro - In: Journal of mathematical finance 5 (2015) 2, pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure - In: Journal of mathematical finance 2 (2012) 4, pp. 280-290
Persistent link: https://www.econbiz.de/10009725340
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Pricing and hedging in stochastic volatility regime switching models
Goutte, Stéphane - In: Journal of mathematical finance 3 (2013) 1, pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
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Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.; Lungu, E. M. - In: Journal of mathematical finance 5 (2015) 3, pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
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Predicting risk/return performance using upper partial moment/lower partial moment metrics
Viole, Fred; Nawrocki, David N. - In: Journal of mathematical finance 6 (2016) 5, pp. 900-920
Persistent link: https://www.econbiz.de/10011658111
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On the order form of the fundamental theorems of asset pricing
Kountzakis, Christos E. - In: Journal of mathematical finance 4 (2014) 4, pp. 221-233
Persistent link: https://www.econbiz.de/10011312424
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Assessing the risks of trading strategies using acceptability indices
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 3 (2013) 4, pp. 465-475
Persistent link: https://www.econbiz.de/10010240790