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Decisions in Economics and Finance

最近発刊の雑誌の目次より: Decisions in Economics and Finance © Springer
  • A bidimensional approach to mortality risk
    Decisions in Economics and Finance, Vol. 29, No. 2. (November 2006), pp. 71-94.
  • Characterisation of optimal dual measures via distortion
    Decisions in Economics and Finance, Vol. 29, No. 2. (November 2006), pp. 95-119.
  • A mixed PDE-Monte Carlo approach for pricing credit default index swaptions
    Decisions in Economics and Finance, Vol. 29, No. 2. (November 2006), pp. 121-137.
  • On pricing lookback options under the CEV process
    Decisions in Economics and Finance, Vol. 29, No. 2. (November 2006), pp. 139-153.
  • On the relationship between absolute prudence and absolute risk aversion
    Decisions in Economics and Finance, Vol. 29, No. 2. (November 2006), pp. 155-160.
  • On the smoothness of optimal paths
    Decisions in Economics and Finance, Vol. 27, No. 1. (August 2004), pp. 1-34.
  • A two-step simulation procedure to analyze the exercise features of American options
    Decisions in Economics and Finance, Vol. 27, No. 1. (August 2004), pp. 35-56.
  • Arbitrage and completeness in financial markets with given N-dimensional distributions
    Decisions in Economics and Finance, Vol. 27, No. 1. (August 2004), pp. 57-80.
  • Notes and Comments: On the uniqueness of convex-ranged probabilities
    Decisions in Economics and Finance, Vol. 27, No. 1. (August 2004), pp. 81-85.
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