Dependent defaults and credit migrations
Y. El Khatib, N. Privault
págs. 121-145
Asymptotics of riskless profit under selling of discrete time call options
A. V. Nagaev
págs. 173-191
Quantile hedging on markets with proportional transaction costs
M. Baran
págs. 193-208
Risk minimization in the model with transaction costs
M. Motoczynski
págs. 209-216
A geometric point of view on mean-variance models
P. Jaworski
págs. 217-241
An equilibrium model for electricity auctions
J. Hinz
págs. 243-249
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