Michael Kalkbrener
Michael Kalkbrener
CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND-PAYING STOCK IN A LOCAL VOLATILITY MODEL [0.03%]
Etienne Chevalier
Etienne Chevalier
Tahir Choulli; Christophe Stricker
Tahir Choulli; Christophe Stricker
Michael Schröder
Michael Schröder
Jianming Xia
Jianming Xia
CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS [0.03%]
Jér^me Detemple; Marcel Rindisbacher
Jér^me Detemple; Marcel Rindisbacher
Alexandre M. Baptista
Alexandre M. Baptista
Berend Roorda; J. M. Schumacher; Jacob Engwerda
Berend Roorda; J. M. Schumacher; Jacob Engwerda
Rose-Anne Dana
Rose-Anne Dana
Vladislav Kargin
Vladislav Kargin