Mathematical Finance
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Published By Birkhäuser Basel

9783034895064, 9783034882910
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Quantile hedging for a jump-diffusion finanaicl market model

2001 ◽  
pp. 215-229 ◽  
Author(s):  
R. N. Krutchenko ◽  
A. V. Melnikov
Keyword(s):  
Jump Diffusion ◽  
Market Model ◽  
Quantile Hedging

A Quadratic Approach To Interest Rates Models In Incomplete Markets

2001 ◽  
pp. 89-98 ◽  
Author(s):  
Francesca Biagini
Keyword(s):  
Interest Rates ◽  
Incomplete Markets

Stochastic Volatility and Epsilon-Martingale Decomposition

2001 ◽  
pp. 152-161 ◽  
Author(s):  
Jean-Pierre Fouque ◽  
George Papanicolaou ◽  
Ronnie Sircar
Keyword(s):  
Stochastic Volatility

Continuous Time CAPM, Price for Risk and Utility Maximization

2001 ◽  
pp. 250-260 ◽  
Author(s):  
Johannes Leitner
Keyword(s):  
Continuous Time ◽  
Utility Maximization

LQ control and mean-variance portfolio selec-tions: The stochastic parameter case

2001 ◽  
pp. 261-270
Author(s):  
Andrew E. B. Lim ◽  
Xun Yu Zhou
Keyword(s):  
Stochastic Parameter ◽  
Mean Variance Portfolio ◽  
Parameter Case ◽  
Mean Variance ◽  
Lq Control

First Steps to Stochastic Finance

2001 ◽  
pp. 168-170
Author(s):  
Hans-Joachim Girlichl
Keyword(s):  
Stochastic Finance

scholarly journals A Minimal Financial Market Model

2001 ◽  
pp. 293-301 ◽  
Author(s):  
Eckhard Platen
Keyword(s):  
Financial Market ◽  
Market Model

Reversible Real Options

2001 ◽  
pp. 339-344
Author(s):  
Mark Shackleton ◽  
Rafał Wojakowski
Keyword(s):  
Real Options
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