Xia, Jianming Mean-variance portfolio choice: quadratic partial hedging. (English) Zbl 1102.91061 Math. Finance 15, No. 3, 533-538 (2005). MSC: 91B28 PDF BibTeX XML Cite \textit{J. Xia}, Math. Finance 15, No. 3, 533--538 (2005; Zbl 1102.91061) Full Text: DOI OpenURL
Schröder, Michael Laguerre series in contingent claim valuation, with applications to Asian options. (English) Zbl 1136.91457 Math. Finance 15, No. 3, 491-531 (2005). MSC: 91B28 91B82 33C45 60J65 65C50 PDF BibTeX XML Cite \textit{M. Schröder}, Math. Finance 15, No. 3, 491--531 (2005; Zbl 1136.91457) Full Text: DOI OpenURL
Choulli, Tahir; Stricker, Christophe Minimal entropy-Hellinger martingale measure in incomplete markets. (English) Zbl 1136.91419 Math. Finance 15, No. 3, 465-490 (2005). MSC: 91G80 60G44 60H10 60H30 PDF BibTeX XML Cite \textit{T. Choulli} and \textit{C. Stricker}, Math. Finance 15, No. 3, 465--490 (2005; Zbl 1136.91419) Full Text: DOI OpenURL
Chevalier, Etienne Critical price near maturity for an American option on a dividend-paying stock in a local volatility model. (English) Zbl 1137.91437 Math. Finance 15, No. 3, 439-463 (2005). MSC: 91B28 PDF BibTeX XML Cite \textit{E. Chevalier}, Math. Finance 15, No. 3, 439--463 (2005; Zbl 1137.91437) Full Text: DOI OpenURL
Kalkbrener, Michael An axiomatic approach to capital allocation. (English) Zbl 1102.91049 Math. Finance 15, No. 3, 425-437 (2005). MSC: 91B28 91B30 91B32 PDF BibTeX XML Cite \textit{M. Kalkbrener}, Math. Finance 15, No. 3, 425--437 (2005; Zbl 1102.91049) Full Text: DOI OpenURL
Levendorskií, Sergei Pseudodiffusions and quadratic term structure models. (English) Zbl 1137.91458 Math. Finance 15, No. 3, 393-424 (2005). MSC: 91B28 91B82 60G51 PDF BibTeX XML Cite \textit{S. Levendorskií}, Math. Finance 15, No. 3, 393--424 (2005; Zbl 1137.91458) Full Text: DOI arXiv OpenURL