• case-insensitive prefix search: default
  e.g., sig matches "SIGIR" as well as "signal"
• exact word search: append dollar sign ($) to word
  e.g., graph$ matches "graph", but not "graphics"
• boolean and: separate words by space
  e.g., codd model
• boolean or: connect words by pipe symbol (|)
  e.g., graph|network

Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.

found 28 matches

• 2003
• 
  Jürgen Amendinger, Dirk Becherer, Martin Schweizer:
  A monetary value for initial information in portfolio optimization. Finance Stochastics 7(1): 29-46 (2003)
• 
  Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam:
  A semilinear Black and Scholes partial differential equation for valuing American options. Finance Stochastics 7(3): 277-298 (2003)
• 
  Konstantin Borovkov, Fima C. Klebaner, Eleanor Virag:
  Random step functions model for interest rates. Finance Stochastics 7(1): 123-143 (2003)
• 
  Patrick Cheridito:
  Arbitrage in fractional Brownian motion models. Finance Stochastics 7(4): 533-553 (2003)
• 
  Kyung-Ha Cho:
  Continuous auctions and insider trading: uniqueness and risk aversion. Finance Stochastics 7(1): 47-71 (2003)
• 
  Angelos Dassios, Ji-Wook Jang:
  Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Finance Stochastics 7(1): 73-95 (2003)
• 
  Michael A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé:
  Exponential growth of fixed-mix strategies in stationary asset markets. Finance Stochastics 7(2): 263-276 (2003)
• 
  Holger Dette, Carsten von Lieres und Wilkau:
  On a test for a parametric form of volatility in continuous time financial models. Finance Stochastics 7(3): 363-384 (2003)
• 
  Paul Embrechts, Andrea Höing, Alessandro Juri:
  Using copulae to bound the Value-at-Risk for functions of dependent risks. Finance Stochastics 7(2): 145-167 (2003)
• 
  Wendell H. Fleming, Daniel Hernández-Hernández:
  An optimal consumption model with stochastic volatility. Finance Stochastics 7(2): 245-262 (2003)
• 
  Tsukasa Fujiwara, Yoshio Miyahara:
  The minimal entropy martingale measures for geometric Lévy processes. Finance Stochastics 7(4): 509-531 (2003)
• 
  Paul Glasserman, Nicolas Merener:
  Numerical solution of jump-diffusion LIBOR market models. Finance Stochastics 7(1): 1-27 (2003)
• 
  Anja Göing-Jaeschke, Marc Yor:
  A clarification note about hitting times densities for Ornstein-Uhlenbeck processes. Finance Stochastics 7(3): 413-415 (2003)
• 
  Christian Hipp, Michael Plum:
  Optimal investment for investors with state dependent income, and for insurers. Finance Stochastics 7(3): 299-321 (2003)
• 
  Per Hörfelt:
  Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou. Finance Stochastics 7(2): 231-243 (2003)
• 
  Elyès Jouini:
  Convergence of the equilibrium prices in a family of financial models. Finance Stochastics 7(4): 491-507 (2003)
• 
  Yuri Kabanov, Miklós Rásonyi, Christophe Stricker:
  On the closedness of sums of convex cones in L⁰ and the robust no-arbitrage property. Finance Stochastics 7(3): 403-411 (2003)
• 
  Michael Mania, Marina Santacroce, Revaz Tevzadze:
  A semimartingale BSDE related to the minimal entropy martingale measure. Finance Stochastics 7(3): 385-402 (2003)
• 
  Thomas Møller:
  Indifference pricing of insurance contracts in a product space model. Finance Stochastics 7(2): 197-217 (2003)
• 
  Per Aslak Mykland:
  The interpolation of options. Finance Stochastics 7(4): 417-432 (2003)
• 
  Jostein Paulsen:
  Optimal dividend payouts for diffusions with solvency constraints. Finance Stochastics 7(4): 457-473 (2003)
• 
  Huyên Pham:
  A large deviations approach to optimal long term investment. Finance Stochastics 7(2): 169-195 (2003)
• 
  Walter Schachermayer:
  A super-martingale property of the optimal portfolio process. Finance Stochastics 7(4): 433-456 (2003)
• 
  Costis Skiadas:
  Robust control and recursive utility. Finance Stochastics 7(4): 475-489 (2003)
• 
  Hideyuki Takamizawa, Isao Shoji:
  Modeling the term structure of interest rates with general short-rate models. Finance Stochastics 7(3): 323-335 (2003)
• 
  Michael I. Taksar, Charlotte Markussen:
  Optimal dynamic reinsurance policies for large insurance portfolios. Finance Stochastics 7(1): 97-121 (2003)
• 
  John B. Walsh:
  The rate of convergence of the binomial tree scheme. Finance Stochastics 7(3): 337-361 (2003)
• 
  Jianming Xia:
  Dividing gains between a client and her agent. Finance Stochastics 7(2): 219-230 (2003)