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Model risk in finance : some modeling and numerical analysis issues
Talay, Denis - 2009
Persistent link: https://www.econbiz.de/10003826903
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Robust preferences and robust portfolio choice
Schied, Alexander; Föllmer, Hans; Weber, Stefan - 2009
Persistent link: https://www.econbiz.de/10003826910
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Stochastic portfolio theory : an overview
Karatzas, Ioannis; Fernholz, Robert - 2009
Persistent link: https://www.econbiz.de/10003826916
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Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang; Fouque, Jean-Pierre - 2009
Persistent link: https://www.econbiz.de/10003826937
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Downside and drawdown risk characteristics of optimal portfolios in continuous time
Yang, Dennis Tao; Yu, Minjie; Zhang, Qiang - 2009
Persistent link: https://www.econbiz.de/10003826949
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Investment performance measurement under asymptotically linear local risk tolerance
Zariphopoulou-Souganidis, Thaleia; Zhou, T. - 2009
Persistent link: https://www.econbiz.de/10003826961
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On the discrete time capital asset pricing model
Bensoussan, Alain - 2009
Persistent link: https://www.econbiz.de/10003826995
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Numerical approximation by quantization of control problems in finance under partial observations
Pham, Huyên; Corsi, Marco; Runggaldier, Wolfgang J. - 2009
Persistent link: https://www.econbiz.de/10003827001
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Partial differential equations for option pricing
Pironneau, Olivier; Achdou, Yves - 2009
Persistent link: https://www.econbiz.de/10003827016
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Advanced Monte Carlo methods for barrier and related exotic options
Gobet, Emmanuel - 2009
Persistent link: https://www.econbiz.de/10003827024