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Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market
Urama, Thomas Chinwe; Ezepue, Patrick Oseloka - In: Journal of mathematical finance 8 (2018) 4, pp. 640-667
Persistent link: https://www.econbiz.de/10012016532
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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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Measure of investment optimal strategy
Eghwerido, J. T.; Ekuma-Okereke, E.; Efe-Eyefia, E.; … - In: Journal of mathematical finance 6 (2016) 2, pp. 269-274
Persistent link: https://www.econbiz.de/10011544457
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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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About stochastic calculus in presence of jumps at predictable stopping times
Galtchouk, Leonid - In: Journal of mathematical finance 6 (2016) 3, pp. 443-456
Persistent link: https://www.econbiz.de/10011583560
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Optimal portfolio strategy with discounted stochastic cash inflows when the stock price is a semimartingale
Baraedi, Onthusitse; Offen, Elias - In: Journal of mathematical finance 6 (2016) 4, pp. 660-684
Persistent link: https://www.econbiz.de/10011656991
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Multi-period portfolio selection with no-shorting constraints : duality analysis
Qi, Jun; Yi, Lan - In: Journal of mathematical finance 7 (2017) 3, pp. 751-768
Persistent link: https://www.econbiz.de/10011752542
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Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.; Offen, Elias R. - In: Journal of mathematical finance 8 (2018) 3, pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
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Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang - In: Journal of mathematical finance 4 (2014) 4, pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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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