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Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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Generalized hyperbolic diffusion processes with applications in finance
Rydberg, Tina Hviid - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10001372196
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Step options
Linetsky, Vadim - In: Mathematical finance : an international journal of … 9 (1999) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
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The statistical properties of the Black-Scholes option
Ncube, Mthuli - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 287-305
Persistent link: https://www.econbiz.de/10001224012
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Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O. - In: Mathematical finance : an international journal of … 7 (1997) 4, pp. 413-426
Persistent link: https://www.econbiz.de/10001232775
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Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša - In: Mathematical finance : an international journal of … 6 (1996) 2, pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
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Minimizing transaction costs of option hedging strategies
Grannan, E. R. - In: Mathematical finance : an international journal of … 6 (1996) 4, pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
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Portfolio selection problems via the bivariate characterization of stochastic dominance relations
Kijima, Masaaki - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 237-277
Persistent link: https://www.econbiz.de/10001208966