Precise continuous time expected deflator for the G2++ model
Math. Finance Lett., 2021 (2021), Article ID 3 doi:10.28919/mfl/5989
Table of Contents
A subdiffusive Lévy model for pricing power options in illiquid markets
Math. Finance Lett., 2021 (2021), Article ID 2 doi:10.28919/mfl/5851
Portfolio optimization using second order conic programming approach
Math. Finance Lett., 2021 (2021), Article ID 1 doi:10.28919/mfl/4435