Journals in DBLP

Finance and Stochastics
2006, volume: 10, number: 1

1. Gianluca Fusai, I. David Abrahams, Carlo Sgarra
   An exact analytical solution for discrete barrier options. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:1, pp:1-26 [Journal]
   
2. Anastasia Kolodko, John Schoenmakers
   Iterative construction of the optimal Bermudan stopping time. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:1, pp:27-49 [Journal]
   
3. R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
   Generalized deviations in risk analysis. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:1, pp:51-74 [Journal]
   
4. Peter Holm Nielsen
   Utility maximization and risk minimization in life and pension insurance. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:1, pp:75-97 [Journal]
   
5. Gordan Zitkovic
   Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:1, pp:99-119 [Journal]
   
6. Koichi Matsumoto
   Optimal portfolio of low liquid assets with a log-utility function. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:1, pp:121-145 [Journal]
   
7. Patrick Cheridito, Christopher Summer
   Utility maximization under increasing risk aversion in one-period models. [Citation Graph (0, 0)][DBLP]
   Finance and Stochastics, 2006, v:10, n:1, pp:147-158 [Journal]