Narrow search
Showing 71 - 80 of 33,839
Cover Image
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst; Papapantoleon, Antonis; Širjaev, … - In: Finance and stochastics 12 (2008) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
Cover Image
Option pricing when the regime-switching risk is priced
Siu, Tak Kuen; Yang, Hailiang; Lau, John W. - 2007
Persistent link: https://www.econbiz.de/10003647140
Cover Image
On local times of ranked continuous semimartingales : application to portfolio generating functions
Ghomrasni, Raouf (contributor) - 2005
Persistent link: https://www.econbiz.de/10003323022
Cover Image
Comparison of option prices in seminartingale models
Bergenthum, Jan; Rüschendorf, Ludger - In: Finance and stochastics 10 (2006) 2, pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Cover Image
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun; Chen, Gemai - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Cover Image
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Finance and stochastics 12 (2008) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Cover Image
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio; Moriwaki, Naruhiko - In: Recent advances in financial engineering : proceedings …, (pp. 119-133). 2009
Persistent link: https://www.econbiz.de/10003871176
Cover Image
An approximate approach to the exponential utility indifference
Arai, Takuji - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
Cover Image
On agent's agreement and partial-equilibrium pricing in incomplete markets
Anthropelos, Michail; Žitkovi´c, Gordan - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 411-446
Persistent link: https://www.econbiz.de/10008667062
Cover Image
Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
Morlais, MarieAmélie - In: Finance and stochastics 13 (2009) 1, pp. 121-150
Persistent link: https://www.econbiz.de/10003939488