Inspired by Finance
Editor
- Yuri Kabanov(Université de Franche-Comté, Labo. Mathématiques U.F.R. des Sciences et Technologie)Marek Rutkowski(University of Sydney, School of Mathematics & Statistics)Thaleia Zariphopoulou(The University of Texas at Austin, Depts. of Mathematics and IROM, McCombs School of Business)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), 2014. "Inspired by Finance," Springer Books, Springer, edition 127, number 978-3-319-02069-3, March.
Handle: RePEc:spr:sprbok:978-3-319-02069-3
DOI: 10.1007/978-3-319-02069-3
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Book Chapters
The following chapters of this book are listed in IDEAS- Rehez Ahlip & Marek Rutkowski, 2014. "Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 1-27, Springer.
- Alain Bensoussan & SingRu (Celine) Hoe, 2014. "Real Options with Competition and Incomplete Markets," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 29-45, Springer.
- Tomasz R. Bielecki & Stéphane Crépey, 2014. "Dynamic Hedging of Counterparty Exposure," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 47-71, Springer.
- Luciano Campi, 2014. "A Note on Market Completeness with American Put Options," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 73-82, Springer.
- S. Cawston & L. Vostrikova, 2014. "An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 83-101, Springer.
- Bénamar Chouaf & Serguei Pergamenchtchikov, 2014. "Optimal Investment with Bounded VaR for Power Utility Functions," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 103-116, Springer.
- Tahir Choulli & Junfeng Ma & Marie-Amélie Morlais, 2014. "Three Essays on Exponential Hedging with Variable Exit Times," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 117-158, Springer.
- Sébastien Darses & Emmanuel Lépinette, 2014. "Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 159-199, Springer.
- N. El Karoui & M. Jeanblanc & Y. Jiao & B. Zargari, 2014. "Conditional Default Probability and Density," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 201-219, Springer.
- Raphaël Douady, 2014. "Yield Curve Smoothing and Residual Variance of Fixed Income Positions," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 221-256, Springer.
- Ernst Eberlein & Dilip B. Madan, 2014. "Maximally Acceptable Portfolios," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 257-272, Springer.
- Pavel V. Gapeev, 2014. "Some Extensions of Norros’ Lemma in Models with Several Defaults," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 273-281, Springer.
- Pavel V. Gapeev & Neofytos Rodosthenous, 2014. "On the Pricing of Perpetual American Compound Options," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 283-304, Springer.
- E. Gobet & A. Suleiman, 2014. "New Approximations in Local Volatility Models," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 305-330, Springer.
- Peter Hepperger, 2014. "Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 331-348, Springer.
- Constantinos Kardaras, 2014. "A Time Before Which Insiders Would not Undertake Risk," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 349-362, Springer.
- Paul C. Kettler & Frank Proske & Mark Rubtsov, 2014. "Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 363-385, Springer.
- Masaaki Kijima & Chi Chung Siu, 2014. "On the First Passage Time Under Regime-Switching with Jumps," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 387-410, Springer.
- Arturo Kohatsu-Higa & Nicolas Vayatis & Kazuhiro Yasuda, 2014. "Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 411-437, Springer.
- Ilya Molchanov & Michael Schmutz, 2014. "Multiasset Derivatives and Joint Distributions of Asset Prices," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 439-459, Springer.
- Alexander A. Novikov & Timothy G. Ling & Nino Kordzakhia, 2014. "Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 461-474, Springer.
- Sergey Nadtochiy & Thaleia Zariphopoulou, 2014. "A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 475-504, Springer.
- Ernst Presman, 2014. "Solution of Optimal Stopping Problem Based on a Modification of Payoff Function," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 505-517, Springer.
- Michael Schmutz & Thomas Zürcher, 2014. "A Stieltjes Approach to Static Hedges," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 519-534, Springer.
- Isaac M. Sonin, 2014. "Optimal Stopping of Seasonal Observations and Projection of a Markov Chain," Springer Books, in: Yuri Kabanov & Marek Rutkowski & Thaleia Zariphopoulou (ed.), Inspired by Finance, edition 127, pages 535-543, Springer.
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