Stop the war!Остановите войну!
for scientists:
default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSearch dblp for Publications
export results for "toc:db/journals/fs/fs4.bht:"
download as .bib file
@article{DBLP:journals/fs/AaseOPU00,
author = {Knut K. Aase and
Bernt {\O}ksendal and
Nicolas Privault and
Jan Ub{\o}e},
title = {White noise generalizations of the Clark-Haussmann-Ocone theorem with
application to mathematical finance},
journal = {Finance Stochastics},
volume = {4},
number = {4},
pages = {465--496},
year = {2000},
url = {https://doi.org/10.1007/PL00013528},
doi = {10.1007/PL00013528},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/AaseOPU00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/AsmussenHT00,
author = {S{\o}ren Asmussen and
Bjarne H{\o}jgaard and
Michael Taksar},
title = {Optimal risk control and dividend distribution policies. Example of
excess-of loss reinsurance for an insurance corporation},
journal = {Finance Stochastics},
volume = {4},
number = {3},
pages = {299--324},
year = {2000},
url = {https://doi.org/10.1007/s007800050075},
doi = {10.1007/S007800050075},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/AsmussenHT00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/BellamyJ00,
author = {Nadine Bellamy and
Monique Jeanblanc},
title = {Incompleteness of markets driven by a mixed diffusion},
journal = {Finance Stochastics},
volume = {4},
number = {2},
pages = {209--222},
year = {2000},
url = {https://doi.org/10.1007/s007800050012},
doi = {10.1007/S007800050012},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/BellamyJ00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/BieleckiP00,
author = {Tomasz R. Bielecki and
Stanley R. Pliska},
title = {Risk sensitive asset management with transaction costs},
journal = {Finance Stochastics},
volume = {4},
number = {1},
pages = {1--33},
year = {2000},
url = {https://doi.org/10.1007/s007800050001},
doi = {10.1007/S007800050001},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/BieleckiP00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/BrigoM00,
author = {Damiano Brigo and
Fabio Mercurio},
title = {Option pricing impact of alternative continuous-time dynamics for
discretely-observed stock prices},
journal = {Finance Stochastics},
volume = {4},
number = {2},
pages = {147--159},
year = {2000},
url = {https://doi.org/10.1007/s007800050009},
doi = {10.1007/S007800050009},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/BrigoM00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/DoberleinSS00,
author = {Frank D{\"{o}}berlein and
Martin Schweizer and
Christophe Stricker},
title = {Implied savings accounts are unique},
journal = {Finance Stochastics},
volume = {4},
number = {4},
pages = {431--442},
year = {2000},
url = {https://doi.org/10.1007/PL00013524},
doi = {10.1007/PL00013524},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/DoberleinSS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/FollmerL00,
author = {Hans F{\"{o}}llmer and
Peter Leukert},
title = {Efficient hedging: Cost versus shortfall risk},
journal = {Finance Stochastics},
volume = {4},
number = {2},
pages = {117--146},
year = {2000},
url = {https://doi.org/10.1007/s007800050008},
doi = {10.1007/S007800050008},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/FollmerL00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/Frey00,
author = {R{\"{u}}diger Frey},
title = {Superreplication in stochastic volatility models and optimal stopping},
journal = {Finance Stochastics},
volume = {4},
number = {2},
pages = {161--187},
year = {2000},
url = {https://doi.org/10.1007/s007800050010},
doi = {10.1007/S007800050010},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/Frey00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/Frittelli00,
author = {Marco Frittelli},
title = {Introduction to a theory of value coherent with the no-arbitrage principle},
journal = {Finance Stochastics},
volume = {4},
number = {3},
pages = {275--297},
year = {2000},
url = {https://doi.org/10.1007/s007800050074},
doi = {10.1007/S007800050074},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/Frittelli00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/GlassermanZ00,
author = {Paul Glasserman and
Xiaoliang Zhao},
title = {Arbitrage-free discretization of lognormal forward Libor and swap
rate models},
journal = {Finance Stochastics},
volume = {4},
number = {1},
pages = {35--68},
year = {2000},
url = {https://doi.org/10.1007/s007800050002},
doi = {10.1007/S007800050002},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/GlassermanZ00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/HansenP00,
author = {Asbj{\o}rn T. Hansen and
Rolf Poulsen},
title = {A simple regime switching term structure model},
journal = {Finance Stochastics},
volume = {4},
number = {4},
pages = {409--429},
year = {2000},
url = {https://doi.org/10.1007/PL00013523},
doi = {10.1007/PL00013523},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/HansenP00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/HardleH00,
author = {Wolfgang K. H{\"{a}}rdle and
Christian M. Hafner},
title = {Discrete time option pricing with flexible volatility estimation},
journal = {Finance Stochastics},
volume = {4},
number = {2},
pages = {189--207},
year = {2000},
url = {https://doi.org/10.1007/s007800050011},
doi = {10.1007/S007800050011},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/HardleH00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/HendersonH00,
author = {Vicky Henderson and
David Hobson},
title = {Local time, coupling and the passport option},
journal = {Finance Stochastics},
volume = {4},
number = {1},
pages = {69--80},
year = {2000},
url = {https://doi.org/10.1007/s007800050003},
doi = {10.1007/S007800050003},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/HendersonH00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/HuiLY00,
author = {Cho{-}Hoi Hui and
Chi{-}Fai Lo and
P. H. Yuen},
title = {Comment on 'Pricing double barrier options using Laplace transforms'
by Antoon Pelsser},
journal = {Finance Stochastics},
volume = {4},
number = {1},
pages = {105--107},
year = {2000},
url = {https://doi.org/10.1007/s007800050006},
doi = {10.1007/S007800050006},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/HuiLY00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/HuntKP00,
author = {Phil Hunt and
Joanne Kennedy and
Antoon Pelsser},
title = {Markov-functional interest rate models},
journal = {Finance Stochastics},
volume = {4},
number = {4},
pages = {391--408},
year = {2000},
url = {https://doi.org/10.1007/PL00013525},
doi = {10.1007/PL00013525},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/HuntKP00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/Kifer00,
author = {Yuri Kifer},
title = {Game options},
journal = {Finance Stochastics},
volume = {4},
number = {4},
pages = {443--463},
year = {2000},
url = {https://doi.org/10.1007/PL00013527},
doi = {10.1007/PL00013527},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/Kifer00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/Landen00,
author = {Camilla Land{\'{e}}n},
title = {Bond pricing in a hidden Markov model of the short rate},
journal = {Finance Stochastics},
volume = {4},
number = {4},
pages = {371--389},
year = {2000},
url = {https://doi.org/10.1007/PL00013526},
doi = {10.1007/PL00013526},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/Landen00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/LeblancRS00,
author = {Boris Leblanc and
Olivier Renault and
Olivier Scaillet},
title = {A correction note on the first passage time of an Ornstein-Uhlenbeck
process to a boundary},
journal = {Finance Stochastics},
volume = {4},
number = {1},
pages = {109--111},
year = {2000},
url = {https://doi.org/10.1007/s007800050007},
doi = {10.1007/S007800050007},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/LeblancRS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/LesnePS00,
author = {Jean{-}Philippe Lesne and
Jean{-}Luc Prigent and
Olivier Scaillet},
title = {Convergence of discrete time option pricing models under stochastic
interest rates},
journal = {Finance Stochastics},
volume = {4},
number = {1},
pages = {81--93},
year = {2000},
url = {https://doi.org/10.1007/s007800050004},
doi = {10.1007/S007800050004},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/LesnePS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/Norvaisa00,
author = {Rimas Norvaisa},
title = {Modelling of stock price changes: {A} real analysis approach},
journal = {Finance Stochastics},
volume = {4},
number = {3},
pages = {343--369},
year = {2000},
url = {https://doi.org/10.1007/s007800050077},
doi = {10.1007/S007800050077},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/Norvaisa00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/Oksendal00,
author = {Anders {\O}ksendal},
title = {Irreversible investment problems},
journal = {Finance Stochastics},
volume = {4},
number = {2},
pages = {223--250},
year = {2000},
url = {https://doi.org/10.1007/s007800050013},
doi = {10.1007/S007800050013},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/Oksendal00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/Pelsser00,
author = {Antoon Pelsser},
title = {Pricing double barrier options using Laplace transforms},
journal = {Finance Stochastics},
volume = {4},
number = {1},
pages = {95--104},
year = {2000},
url = {https://doi.org/10.1007/s007800050005},
doi = {10.1007/S007800050005},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/fs/Pelsser00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/RomagnoliV00,
author = {Silvia Romagnoli and
Tiziano Vargiolu},
title = {Robustness of the Black-Scholes approach in the case of options on
several assets},
journal = {Finance Stochastics},
volume = {4},
number = {3},
pages = {325--341},
year = {2000},
url = {https://doi.org/10.1007/s007800050076},
doi = {10.1007/S007800050076},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/RomagnoliV00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/ShreveV00,
author = {Steven E. Shreve and
Jan Vecer},
title = {Options on a traded account: Vacation calls, vacation puts and passport
options},
journal = {Finance Stochastics},
volume = {4},
number = {3},
pages = {255--274},
year = {2000},
url = {https://doi.org/10.1007/s007800050073},
doi = {10.1007/S007800050073},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/ShreveV00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
a service of 
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
retrieved on 2024-09-10 00:01 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
