Catalogo Articoli (Spogli Riviste)

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La ricerca find articoli where soggetti phrase all words 'Black-Scholes model' sort by level,fasc_key/DESCEND, pagina_ini_num/ASCEND ha restituito 19 riferimenti
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    1. Emmer, S; Kluppelberg, C; Korn, R
      Optimal portfolios with bounded capital at risk

      MATHEMATICAL FINANCE
    2. Duan, JC; Zhang, H
      Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach

      JOURNAL OF BANKING & FINANCE
    3. Jourdain, B; Martini, C
      American prices embedded in European prices

      ANNALES DE L INSTITUT HENRI POINCARE-ANALYSE NON LINEAIRE
    4. Yun, TQ
      Analysis of financial derivatives by mechanical method (I) - Basic equation of price of index futures

      APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION
    5. Duan, JC; Simonato, JG
      American option pricing under GARCH by a Markov chain approximation

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    6. Guo, X; Shepp, L
      Some optimal stopping problems with nontrivial boundaries for pricing exotic options

      JOURNAL OF APPLIED PROBABILITY
    7. Kohlmann, M; Zhou, XY
      Relationship between backward stochastic differential equations and stochastic controls: A linear-quadratic approach

      SIAM JOURNAL ON CONTROL AND OPTIMIZATION
    8. Yao, JT; Li, YL; Tan, CL
      Option price forecasting using neural networks

      OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
    9. Benaroch, M; Kauffman, RJ
      Justifying electronic banking network expansion using real options analysis

      MIS QUARTERLY
    10. Buetow, GW; Sochacki, JS
      The trade-offs between alternative finite difference techniques used to price derivative securities

      APPLIED MATHEMATICS AND COMPUTATION
    11. Pedersen, JL
      Discounted optimal stopping problems for the maximum process

      JOURNAL OF APPLIED PROBABILITY
    12. Csaki, E; Csorgo, M; Foldes, A; Revesz, P
      Asymptotic properties of integral functionals of geometric stochastic processes

      JOURNAL OF APPLIED PROBABILITY
    13. Battig, R
      Completeness of securities market models - An operator point of view

      ANNALS OF APPLIED PROBABILITY
    14. Benaroch, M; Kauffman, RJ
      A case for using real options pricing analysis to evaluate information technology project investments

      INFORMATION SYSTEMS RESEARCH
    15. Heyde, CC
      A risky asset model with strong dependence through fractal activity time

      JOURNAL OF APPLIED PROBABILITY
    16. SARKAR SK
      USING PROGRAMMABLE CALCULATORS FOR FINANCIAL APPLICATIONS

      International journal of computer applications in technology
    17. FREY R; STREMME A
      MARKET VOLATILITY AND FEEDBACK EFFECTS FROM DYNAMIC HEDGING

      Mathematical finance
    18. SUBRAHMANYAM MG
      THE TERM STRUCTURE OF INTEREST-RATES - ALTERNATIVE APPROACHES AND THEIR IMPLICATIONS FOR THE VALUATION OF CONTINGENT CLAIMS

      Geneva papers on risk and insurance. Theory
    19. BICK A; WILLINGER W
      DYNAMIC SPANNING WITHOUT PROBABILITIES

      Stochastic processes and their applications


ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici
Documento generato il 13/08/20 alle ore 05:52:55