Sciweavers

45 search results - page 1 / 9
» fs 2006
Sort
View
89
Voted
FS
2010
109views more  FS 2010»
15 years 3 months ago
Mean square error for the Leland-Lott hedging strategy: convex pay-offs
Emmanuel Denis, Yuri Kabanov
95
Voted
FS
2010
102views more  FS 2010»
15 years 3 months ago
Exponential utility maximization under partial information
Michael Mania, Marina Santacroce
FS
2010
120views more  FS 2010»
15 years 3 months ago
From implied to spot volatilities
Valdo Durrleman
128
Voted
FS
2010
458views more  FS 2010»
15 years 3 months ago
Risk-neutral compatibility with option prices
Jean Jacod, Philip Protter