Economía Financiera, Actuarial y Estadística
Saila
Universidad de Navarra
Pamplona, EspañaUniversidad de Navarra-ko ikertzaileekin lankidetzan egindako argitalpenak (2)
2009
-
Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
European Journal of Operational Research, Vol. 192, Núm. 2, pp. 603-620
2007
-
Risk-neutral valuation with infinitely many trading dates
Mathematical and Computer Modelling, Vol. 45, Núm. 11-12, pp. 1308-1318