Journals in DBLP

Finance and Stochastics
2006, volume: 10, number: 4

1. Denis Belomestny, Markus Reiß
   Spectral calibration of exponential Lévy models. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:4, pp:449-474 [Journal]
   
2. Marc Chesney, Laurent Gauthier
   American Parisian options. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:4, pp:475-506 [Journal]
   
3. Raoul Pietersz, Marcel van Regenmortel
   Generic market models. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:4, pp:507-528 [Journal]
   
4. Gordana Dmitrasinovic-Vidovic, Antony Ware
   Asymptotic behaviour of mean-quantile efficient portfolios. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:4, pp:529-551 [Journal]
   
5. Nathanael Ringer, Michael Tehranchi
   Optimal portfolio choice in the bond market. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:4, pp:553-573 [Journal]
   
6. Alet Roux, Tomasz Zastawniak
   A counter-example to an option pricing formula under transaction costs. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:4, pp:575-578 [Journal]
   
7. Luciano Campi, Walter Schachermayer
   A super-replication theorem in Kabanov's model of transaction costs. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:4, pp:579-596 [Journal]