Maximize 发表于 2025-3-30 10:45:25

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某人 发表于 2025-3-30 14:20:05

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DEFT 发表于 2025-3-30 20:07:01

Sylva Liebenwein,Heiner Barz,Dirk Randollinsider. In particular, we find conditions on the insider information filtration which are sufficient to give the insider an infinite wealth. We also apply the results to find the optimal consumption rate for an insider.

Debate 发表于 2025-3-30 23:59:29

https://doi.org/10.1007/978-3-658-39434-9he infimum of a Lévy process. Combined with general results on Fourier methods for option pricing, we provide formulas for the valuation of one-touch options, lookback options, and equity default swaps in Lévy models.

crockery 发表于 2025-3-31 02:37:24

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Trochlea 发表于 2025-3-31 05:10:09

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Hippocampus 发表于 2025-3-31 10:13:23

Biographietheoretische Forschungshaltung,mulae for the Laplace transform (in maturity) of the double-no-touch options and the Fourier–Laplace transform (in strike and maturity) of the double knock-out call and put options are obtained. The proof of the latter formulae is based on extended matrix Wiener–Hopf factorisation results. We also provide convergence results.

farewell 发表于 2025-3-31 14:53:29

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Ibd810 发表于 2025-3-31 18:08:19

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能量守恒 发表于 2025-3-31 21:58:47

Dynamic Risk Measures,rum for discussion and inter­ action among scientists whose interests span the broad spectrum of protein structure and function research. The concept and timing of the symposium well received as evidenced by the approximately 500 delegates to the was symposium. The inaugural meeting was marked by a strong sci978-1-4612-9001-8978-1-4613-1787-6
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查看完整版本: Titlebook: Advanced Mathematical Methods for Finance; Giulia Di Nunno,Bernt Øksendal Book 2011 Springer-Verlag Berlin Heidelberg 2011 Calculus of va