Stochastic Finance
Editor
- A. N. Shiryaev(Steklov Mathematical Institute)M. R. Grossinho(Universidade Técnica de Lisboa, ISEG)P. E. Oliveira(Universidade de Coimbra)M. L. Esquível(Universidade Nova de Lisboa, FCT)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), 2006. "Stochastic Finance," Springer Books, Springer, number 978-0-387-28359-3, January.
Handle: RePEc:spr:sprbok:978-0-387-28359-3
DOI: 10.1007/0-387-28359-5Download full text from publisher
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3. Perform a for a similarly titled item that would be available.Book Chapters
The following chapters of this book are listed in IDEAS- Yacine Aït-Sahalia & Per A. Mykland & Lan Zhang, 2006. "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 1, pages 3-72, Springer.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2006. "Multipower Variation and Stochastic Volatility," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 2, pages 73-82, Springer.
- Tomasz R. Bielecki & Monique Jeanblanc° & Marek Rutkowski, 2006. "Completeness of a General Semimartingale Market under Constrained Trading," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 3, pages 83-106, Springer.
- Vicky Fasen & Claudia Klüppelberg & Alexander Lindner, 2006. "Extremal behavior of stochastic volatility models," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 4, pages 107-155, Springer.
- Eckhard Platen, 2006. "Capital Asset Pricing for Markets with Intensity Based Jumps," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 5, pages 157-182, Springer.
- Stanley R. Pliska, 2006. "Mortgage Valuation and Optimal Refinancing," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 6, pages 183-196, Springer.
- Wolfgang J. Runggaldier & Sara Di Emidio, 2006. "Computing efficient hedging strategies in discontinuous market models," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 7, pages 197-212, Springer.
- Lian Yu & Shuzhong Zhang & Xun Yu Zhou, 2006. "A Downside Risk Analysis based on Financial Index Tracking Models," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 8, pages 213-236, Springer.
- Svetlana Borovkova & Ferry Jaya Permana, 2006. "Modelling electricity prices by the potential jump-diffusion," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 9, pages 239-263, Springer.
- Raquel M. Gaspar, 2006. "Finite dimensional Markovian realizations for forward price term structure models," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 10, pages 265-320, Springer.
- Albrecht Irle & Jörn Sass, 2006. "Good Portfolio Strategies under Transaction Costs: A Renewal Theoretic Approach," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 11, pages 321-341, Springer.
- Jeannette H. C. Woerner, 2006. "Power and Multipower Variation: inference for high frequency data," Springer Books, in: A. N. Shiryaev & M. R. Grossinho & P. E. Oliveira & M. L. Esquível (ed.), Stochastic Finance, chapter 12, pages 343-364, Springer.
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