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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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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
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An optimal life insurance policy in the continuous-time investment-consumption problem
Iwaki, Hideki; Osaki, Yusuke - In: Journal of mathematical finance 3 (2013) 2, pp. 291-306
Persistent link: https://www.econbiz.de/10010239565
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Semimartingale property and its connections to arbitrage
Samura, Sallieu Kabay; Mao, Junjun; Yao, Dengbao - In: Journal of mathematical finance 3 (2013) 2, pp. 237-241
Persistent link: https://www.econbiz.de/10010239605
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Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen; Yiu, Ka Fai Cedric; Loxton, Ryan C.; … - In: Journal of mathematical finance 3 (2013) 4, pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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On local times : application to pricing using bid-ask
Kettler, Paul C.; Menoukeu-Pamen, Olivier; Proske, Frank - In: Journal of mathematical finance 4 (2014) 2, pp. 84-94
Persistent link: https://www.econbiz.de/10010380910
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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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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