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On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher - 2000
Persistent link: https://www.econbiz.de/10001481836
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[Geometric Lévy process & MEMM] pricing model and related estimation problems
Miyahara, Yoshio - In: Asia-Pacific financial markets 8 (2001) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10001601030
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The cumulant process and Esscherś change of measure
Kallsen, Jan; Širjaev, Alʹbert N. - In: Finance and stochastics 6 (2002) 4, pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
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Weak convergence of financial markets
Prigent, Jean-Luc - 2003
Persistent link: https://www.econbiz.de/10001704709
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Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter - 2002
Persistent link: https://www.econbiz.de/10001666561
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Modellierung von Finanzmärkten durch Sprung-Diffusions-Prozesse
Volz, Thilo - 2002
Persistent link: https://www.econbiz.de/10001643626
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Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
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Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 153-169
Persistent link: https://www.econbiz.de/10001765669
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Portfolio selection in continuous time : analytical and numerical methods
Filitti, Constantin Alexandru - 2004
Persistent link: https://www.econbiz.de/10002013030
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A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548990