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Stochastic control for asset management
Kung, James J.; Wong, Wing Keung; Wu, E.-ching - In: Journal of mathematical finance 3 (2013) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
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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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Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.; Thavaneswaran, Aerambamoorthy - In: Journal of mathematical finance 3 (2013) 2, pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
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Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo; Sawaki, Katsushige - In: Journal of mathematical finance 4 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
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Effect of feedback on eBay sellers' business using Markov Chain
Dib, Y. M.; Roumieh, N.; Saab, G.; Maroun, M. - In: Journal of mathematical finance 9 (2019) 3, pp. 325-344
Persistent link: https://www.econbiz.de/10012210203
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Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph - In: Journal of mathematical finance 5 (2015) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
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On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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Prediction of stock price movement using continuous time models
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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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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Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale - In: Journal of mathematical finance 4 (2014) 5, pp. 333-337
Persistent link: https://www.econbiz.de/10011312408