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Results: 1 to 21 of 21 found      Go to page: 1

[1] Hassan Emamirad, Gisèle Ruiz Goldstein and Jerome A. Goldstein. Corrigendum and improvement to ``Chaotic solution for the Black-Scholes equation''. Proc. Amer. Math. Soc. 142 (2014) 4385-4386.
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[2] D. S. Silvestrov and R. Lundgren. Convergence of option rewards for multivariate price processes. Theor. Probability and Math. Statist. 85 (2012) 115-131.
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[3] O. M. Kulik, Yu. S. Mishura and O. M. Soloveĭko. Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Theor. Probability and Math. Statist. 81 (2010) 117-130. MR 2667314.
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[4] D. S. Silvestrov, H. Jönsson and F. Stenberg. Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Theor. Probability and Math. Statist. 80 (2010) 153-172. MR 2541960.
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[5] O. M. Soloveyko and G. M. Shevchenko. On the rate of convergence of prices of barrier options with discrete and continuous time. Theor. Probability and Math. Statist. 79 (2009) 171-178. MR 2494546.
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[6] Yu. S. Mishura, S. V. Posashkova and G. M. Shevchenko. Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Theor. Probability and Math. Statist. 79 (2009) 117-126. MR 2494541.
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[7] D. S. Silvestrov, H. Jönsson and F. Stenberg. Convergence of option rewards for Markov type price processes modulated by stochastic indices. I. Theor. Probability and Math. Statist. 79 (2009) 153-170. MR 2494545.
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[8] V. M. Radchenko. Minimum variance hedging in a model with jumps at Poisson random times. Theor. Probability and Math. Statist. 78 (2009) 175-190. MR 2446858.
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[9] Selly Kane and Alexander Melnikov. On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion. Theor. Probability and Math. Statist. 78 (2009) 75-82. MR 2446850.
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[10] Cheonghee Ahn, Hi Jun Choe and Kijung Lee. A long time asymptotic behavior of the free boundary for an American put. Proc. Amer. Math. Soc. 137 (2009) 3425-3436. MR 2515412.
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[11] Yu. S. Mishura, P. S. Shelyazhenko and G. M. Shevchenko. A bounded arbitrage strategy for a multiperiod model of a financial market in discrete time. Theor. Probability and Math. Statist. 77 (2008) 135-146. MR 2432777.
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[12] S. Kane and A. Melnikov. On pricing contingent claims in a two interest rates jump-diffusion model via market completions. Theor. Probability and Math. Statist. 77 (2008) 57-69. MR 2432772.
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[13] Michael Schröder. On constructive complex analysis in finance: Explicit formulas for Asian options. Quart. Appl. Math. 66 (2008) 633-658. MR 2465139.
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[14] Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé. Stochastic equilibria in von Neumann--Gale dynamical systems. Trans. Amer. Math. Soc. 360 (2008) 3345-3364. MR 2379800.
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[15] S. O. Gorovyi. The limit value of the price of a European call option in the binomial model. Theor. Probability and Math. Statist. 74 (2007) 25-28. MR 2336775.
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[16] A. V. Melnikov, M. M. Moliboga and V. S. Skornyakova. Valuation of flexible insurance contracts. Theor. Probability and Math. Statist. 73 (2006) 109-115.
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[17] H. Jönsson, A. G. Kukush and D. S. Silvestrov. Threshold structure of optimal stopping strategies for American type option. II. Theor. Probability and Math. Statist. 72 (2006) 47-58. MR 2168135.
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[18] H. Jönsson, A. G. Kukush and D. S. Silvestrov. Threshold structure of optimal stopping strategies for American type option. I. Theor. Probability and Math. Statist. 71 (2005) 93-103. MR 2144323.
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[19] A. V. Melnikov and M. L. Nechaev. On the pricing of equity-linked life insurance contracts in Gaussian financial environment. Theor. Probability and Math. Statist. 70 (2005) 105-111. MR 2109827.
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[20] George Stoica. A stochastic delay financial model. Proc. Amer. Math. Soc. 133 (2005) 1837-1841. MR 2120285.
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[21] Wendell H. Fleming and Tao Pang. A stochastic control model of investment, production and consumption. Quart. Appl. Math. 63 (2005) 71-87. MR 2126570.
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Results: 1 to 21 of 21 found      Go to page: 1