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    2010
    109views more  FS 2010»
    Mean square error for the Leland-Lott hedging strategy: convex pay-offs
    13 years 9 months ago
    Mean square error for the Leland-Lott hedging strategy: convex pay-offs
    Download  www-math.univ-fcomte.fr
    Emmanuel Denis, Yuri Kabanov
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    FS
    2010
    102views more  FS 2010»
    Exponential utility maximization under partial information
    13 years 9 months ago
    Exponential utility maximization under partial information
    Download  www1.mate.polimi.it
    Michael Mania, Marina Santacroce
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    FS
    2010
    120views more  FS 2010»
    From implied to spot volatilities
    13 years 9 months ago
    From implied to spot volatilities
    Download  math.stanford.edu
    Valdo Durrleman
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    FS
    2010
    146views more  FS 2010»
    Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?
    13 years 9 months ago
    Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?
    Download  www.mathematik.uni-kl.de
    Peter Diesinger, Holger Kraft, Frank Seifried
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    FS
    2010
    458views more  FS 2010»
    Risk-neutral compatibility with option prices
    13 years 9 months ago
    Risk-neutral compatibility with option prices
    Download  legacy.orie.cornell.edu
    Jean Jacod, Philip Protter
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