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There are 42219 results for: content related to: A NOTE ON THE DAI–SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS *

  1. ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 411–446, Michail Anthropelos and Gordan Žitković

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00405.x

  2. ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 447–477, Archil Gulisashvili and Elias M. Stein

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00406.x

  3. PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 383–410, Michael Kohler, Adam Krzyżak and Nebojsa Todorovic

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00404.x

  4. INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 479–507, Ti Zhou

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00407.x

  5. LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 341–363, Carlo Marinelli

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00403.x

  6. PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS

    Mathematical Finance

    Volume 17, Issue 3, July 2007, Pages: 381–397, Erik Ekström and Johan Tysk

    Version of Record online : 27 JUN 2007, DOI: 10.1111/j.1467-9965.2007.00308.x

  7. OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 327–339, Rose Anne Dana and C. Le Van

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00402.x

  8. A NONZERO-SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS

    Mathematical Finance

    Volume 23, Issue 1, January 2013, Pages: 57–93, Nan Chen, Min Dai and Xiangwei Wan

    Version of Record online : 22 JUN 2011, DOI: 10.1111/j.1467-9965.2011.00488.x

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    NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT

    Mathematical Finance

    Volume 19, Issue 2, April 2009, Pages: 161–187, Constantinos Kardaras

    Version of Record online : 11 MAR 2009, DOI: 10.1111/j.1467-9965.2009.00363.x

  10. ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE

    Mathematical Finance

    Volume 18, Issue 1, January 2008, Pages: 23–54, Gianluca Cassese

    Version of Record online : 13 DEC 2007, DOI: 10.1111/j.1467-9965.2007.00321.x

  11. PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH

    Mathematical Finance

    Volume 18, Issue 3, July 2008, Pages: 337–384, Liming Feng and Vadim Linetsky

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1467-9965.2008.00338.x

  12. A Bayesian method of sample size determination with practical applications

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 169, Issue 2, March 2006, Pages: 235–253, S. K. Sahu and T. M. F. Smith

    Version of Record online : 24 JAN 2006, DOI: 10.1111/j.1467-985X.2006.00408.x

  13. A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES

    Mathematical Finance

    Volume 23, Issue 3, July 2013, Pages: 387–438, René Aïd, Luciano Campi and Nicolas Langrené

    Version of Record online : 13 FEB 2012, DOI: 10.1111/j.1467-9965.2011.00507.x

  14. DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS

    Mathematical Finance

    Volume 15, Issue 1, January 2005, Pages: 1–26, Robert A. Jarrow, David Lando and Fan Yu

    Version of Record online : 10 JAN 2005, DOI: 10.1111/j.0960-1627.2005.00208.x

  15. DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES

    Mathematical Finance

    Volume 17, Issue 4, October 2007, Pages: 599–627, Susanne Klöppel and Martin Schweizer

    Version of Record online : 14 SEP 2007, DOI: 10.1111/j.1467-9965.2007.00317.x

  16. MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE

    Mathematical Finance

    Volume 22, Issue 4, October 2012, Pages: 741–752, Emmanuel Lepinette

    Version of Record online : 3 FEB 2012, DOI: 10.1111/j.1467-9965.2011.00498.x

  17. OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM-RISK-OPTIMAL MARTINGALE MEASURES

    Mathematical Finance

    Volume 18, Issue 2, April 2008, Pages: 317–331, Johannes Leitner

    Version of Record online : 13 MAR 2008, DOI: 10.1111/j.1467-9965.2007.00335.x

  18. TIME-CONSISTENT AND MARKET-CONSISTENT EVALUATIONS

    Mathematical Finance

    Volume 24, Issue 1, January 2014, Pages: 25–65, Antoon Pelsser and Mitja Stadje

    Version of Record online : 7 FEB 2013, DOI: 10.1111/mafi.12026

  19. A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS

    Mathematical Finance

    Volume 15, Issue 1, January 2005, Pages: 119–168, Vlad Bally, Gilles Pagès and Jacques Printems

    Version of Record online : 10 JAN 2005, DOI: 10.1111/j.0960-1627.2005.00213.x

  20. The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time

    Mathematical Finance

    Volume 14, Issue 1, January 2004, Pages: 19–48, Walter Schachermayer

    Version of Record online : 24 DEC 2003, DOI: 10.1111/j.0960-1627.2004.00180.x