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516
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516
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Rogers, L.C.G.
9
Delbaen, Freddy
7
Glasserman, Paul
7
Madan, Dilip B.
7
Schachermayer, Walter
7
Cont, Rama
6
Dai, Min
6
Filipovic, Damir
6
Linetsky, Vadim
6
Platen, Eckhard
6
Schweizer, Martin
6
Touzi, Nizar
6
Frittelli, Marco
5
Jarrow, Robert A.
5
Jin, Hanqing
5
Kallsen, Jan
5
Kardaras, Constantinos
5
Yor, Marc
5
Björk, Tomas
4
Cadenillas, Abel
4
Carr, Peter
4
Cerný, Ales
4
Geman, Hélyette
4
Henderson, Vicky
4
Hobson, David
4
Korn, Ralf
4
Rutkowski, Marek
4
Stricker, Christophe
4
Teichmann, Josef
4
Artzner, Philippe
3
Bayraktar, Erhan
3
Bermin, Hans-Peter
3
Biagini, Francesca
3
Bielecki, Tomasz R.
3
Duan, Jin-Chuan
3
Eberlein, Ernst
3
Frey, Rüdiger
3
Guasoni, Paolo
3
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3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
516
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OLC EcoSci
516
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1
CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES
Mijatović, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10010063812
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2
POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE
Jarrow, Robert
;
Protter, Philip
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10010063813
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3
A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
Chen, Nan
;
Dai, Min
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 57-93
Persistent link: https://www.econbiz.de/10010063814
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4
RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10010063815
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5
GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 122-142
Persistent link: https://www.econbiz.de/10010063816
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6
ON SURRENDER AND DEFAULT RISKS
Le Courtois, Olivier
;
Nakagawa, Hidetoshi
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10010063817
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7
NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET
Chen, Xinfu
;
Cheng, Huibin
;
Chadam, John
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10010063818
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8
GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION
Kardaras, Constantinos
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10010063819
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9
SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10010063820
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10
LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS
Kaishev, Vladimir K.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 217-247
Persistent link: https://www.econbiz.de/10010087713
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