Matches in Library of Congress for { <http://lccn.loc.gov/2010491152> ?p ?o. }
Showing items 1 to 23 of
23
with 100 items per page.
- 2010491152 contributor B11993143.
- 2010491152 created "c2008.".
- 2010491152 date "2008".
- 2010491152 date "c2008.".
- 2010491152 dateCopyrighted "c2008.".
- 2010491152 description "Constrained portfolio liquidation in a limit order book model / Aurélien Alfonsi, Antje Fruth, Alexander Schied -- A stochastic overlapping generation model with a continuum of agents / Emmanuelle Augeraud-Véron, Delphine David -- Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment / Rafael Company, Lucas Jódar, Enrique Ponsoda -- Market completion using options / Mark Davis, Jan Obłój -- A pension fund in the accumulation phase: a stochastic control approach / Salvatore Federico -- Variational sensitivity analysis of parametric Markovian market models / Norbert Hilber, Christoph Schwab, Christoph Winter -- Optimal stopping with advanced information flow: selected examples / Yaozhong Hu, Bernt Øksendal -- Information, inflation, and interest / Lane P. Hughston, Andrea Macrina -- Laplace transform identities for diffusions, with applications to rebates and barrier options / Hardy Hulley, Eckhard Platen -- Pricing bonds and CDS in the model with rating migration induced by a Cox process / Jacek Jakubowski, Mariusz Niewȩgłowski -- Convergence of optimal strategies under proportional transaction costs / Rafał Kucharski -- Risk minimizing strategies for a portfolio of interest-rate securities / Andrzej Palczewski -- Local risk-minimization for multidimensional assets and payment streams / Martin Schweizer -- Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs / Łukasz Stettner -- Exponential martingales and CIR model / Wojciech Szatzschneider.".
- 2010491152 description "Includes bibliographical references.".
- 2010491152 extent "249 p. :".
- 2010491152 hasFormat "Advances in mathematics of finance.".
- 2010491152 identifier bc83-0.html.
- 2010491152 isFormatOf "Advances in mathematics of finance.".
- 2010491152 isPartOf "Banach Center publications, 0137-6934 ; v. 83".
- 2010491152 isPartOf "Banach Center publications, v. 83".
- 2010491152 issued "2008".
- 2010491152 issued "c2008.".
- 2010491152 language "eng".
- 2010491152 publisher "Warszawa : Polish Academy of Sciences, Institute of Mathematics,".
- 2010491152 relation "Advances in mathematics of finance.".
- 2010491152 subject "Finance Mathematical models Congresses.".
- 2010491152 subject "HF5691 .A38 2008".
- 2010491152 tableOfContents "Constrained portfolio liquidation in a limit order book model / Aurélien Alfonsi, Antje Fruth, Alexander Schied -- A stochastic overlapping generation model with a continuum of agents / Emmanuelle Augeraud-Véron, Delphine David -- Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment / Rafael Company, Lucas Jódar, Enrique Ponsoda -- Market completion using options / Mark Davis, Jan Obłój -- A pension fund in the accumulation phase: a stochastic control approach / Salvatore Federico -- Variational sensitivity analysis of parametric Markovian market models / Norbert Hilber, Christoph Schwab, Christoph Winter -- Optimal stopping with advanced information flow: selected examples / Yaozhong Hu, Bernt Øksendal -- Information, inflation, and interest / Lane P. Hughston, Andrea Macrina -- Laplace transform identities for diffusions, with applications to rebates and barrier options / Hardy Hulley, Eckhard Platen -- Pricing bonds and CDS in the model with rating migration induced by a Cox process / Jacek Jakubowski, Mariusz Niewȩgłowski -- Convergence of optimal strategies under proportional transaction costs / Rafał Kucharski -- Risk minimizing strategies for a portfolio of interest-rate securities / Andrzej Palczewski -- Local risk-minimization for multidimensional assets and payment streams / Martin Schweizer -- Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs / Łukasz Stettner -- Exponential martingales and CIR model / Wojciech Szatzschneider.".
- 2010491152 title "Advances in mathematics of finance / editor Łukasz Stettner.".
- 2010491152 type "text".