Contemporary Quantitative Finance
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Published By Springer Berlin Heidelberg

9783642034787, 9783642034794
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Probabilistic Aspects of Arbitrage

2010 ◽  
pp. 1-17 ◽  
Author(s):  
Daniel Fernholz ◽  
Ioannis Karatzas

Continuity Theorems in Boundary Crossing Problems for Diffusion Processes

2010 ◽  
pp. 335-351
Author(s):  
Konstantin A. Borovkov ◽  
Andrew N. Downes ◽  
Alexander A. Novikov
Keyword(s):  
Diffusion Processes ◽  
Boundary Crossing

Pricing and Hedging of CDOs: A Top Down Approach

2010 ◽  
pp. 231-253 ◽  
Author(s):  
Damir Filipović ◽  
Thorsten Schmidt
Keyword(s):  
Top Down

Existence and Non-uniqueness of Solutions for BSDE

2010 ◽  
pp. 123-134
Author(s):  
Xiaobo Bao ◽  
Freddy Delbaen ◽  
Ying Hu
Keyword(s):  
Uniqueness Of Solutions

scholarly journals Results on Numerics for FBSDE with Drivers of Quadratic Growth

2010 ◽  
pp. 159-182 ◽  
Author(s):  
Peter Imkeller ◽  
Gonçalo Dos Reis ◽  
Jianing Zhang
Keyword(s):  
Quadratic Growth
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