| Finitely addititve probabilities and the fundamental theorem of asset pricing
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2010 |
Kardaras, Constantinos |
| M6-on minimal market models and minimal martingale measures
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2010 |
Hulley, Hardy |
| The economic plausibility of strict local martingales in financial modelling
|
2010 |
Hulley, Hardy |
| Pricing without equivalent martingale measures under complete and incomplete observation
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2010 |
Galesso, Giorgia |
| Existence and non-uniqueness of solutions for BSDE
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2010 |
Bao, Xiaobo |
| Results on numerics for FBSDE with drivers of quadratic growth
|
2010 |
Imkeller, Peter |
| Stochastic partial differential equations and portfolio choice
|
2010 |
Musiela, Marek |
| Issuers' commitments would add more value than any rating scheme could ever do
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2010 |
Veiga, Carlos |
| Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
|
2010 |
Chiarella, Carl |
| Buy low and sell high
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2010 |
|
| Probabilistic aspects of arbitrage
|
2010 |
Fernholz, Daniel |
| A remarkable [sigma]-finite measure associated with last passage times and penalisation problems
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2010 |
Najnudel, Joseph |
| Pricing and hedging of CDOs : a top down approach
|
2010 |
Filipović, Damir |
| Constructing random times with given survival processes and applications to valuation of credit derivatives
|
2010 |
|
| Comparison theorems for finite state backward stochastic differential equations
|
2010 |
Cohen, Samuel N. |
| Binomial models for interest rates
|
2010 |
Hoek, John van der |
| Maximum likelihood estimation for integrated diffusion processes
|
2010 |
Baltazar-Larios, Fernando |
| Continuity theorems in boundary crossing problems for diffusion processes
|
2010 |
Borovkov, Konstantin A. |
| Lognormal forward market model (LFM) volatility function approximation
|
2010 |
Chung, In-hwan |
| Variance swap portfolio theory
|
2010 |
Madan, Dilip B. |
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