Found 8 Documents (Results 1–8)
Bilateral credit valuation adjustment for large credit derivatives portfolios. (English) Zbl 1306.91145
Reviewer: Anatoliy Swishchuk (Calgary)
Optimal portfolios in commodity futures markets. (English) Zbl 1305.91213
Reviewer: Aleksandr D. Borisenko (Kyïv)
A note on the condition of no unbounded profit with bounded risk. (English) Zbl 1318.91200
Reviewer: Yuliya S. Mishura (Kyïv)
Asymptotics of implied volatility to arbitrary order. (English) Zbl 1307.91175
Reviewer: Gianluca Cassese (Milano)
Robust hedging with proportional transaction costs. (English) Zbl 1304.91189
Reviewer: Yuliya S. Mishura (Kyïv)
Shifting martingale measures and the birth of a bubble as a submartingale. (English) Zbl 1336.91089
Reviewer: Antonis Papapantoleon (Berlin)
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