Contemporary Mathematics - Mathematics of Finance
Latest Publications

TOTAL DOCUMENTS

31
(FIVE YEARS 0)

H-INDEX

8
(FIVE YEARS 0)

Published By American Mathematical Society

9780821834121, 9780821879412
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Pricing and hedging of credit risk: replication and mean-variance approaches. II

2004 ◽  
pp. 55-64 ◽  
Author(s):  
Tomasz R. Bielecki ◽  
Monique Jeanblanc ◽  
Marek Rutkowski
Keyword(s):  
Credit Risk ◽  
Mean Variance

Pricing and hedging of credit risk: replication and mean-variance approaches. I

2004 ◽  
pp. 37-53 ◽  
Author(s):  
Tomasz R. Bielecki ◽  
Monique Jeanblanc ◽  
Marek Rutkowski
Keyword(s):  
Credit Risk ◽  
Mean Variance

Pricing claims on non tradable assets

2004 ◽  
pp. 103-114 ◽  
Author(s):  
Robert J. Elliott ◽  
John van der Hoek
Load More ...
Sign in / Sign up

Export Citation Format

Share Document