Zawartość zeszytu 2
Tom 30 / 2003
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Dependent defaults and credit migrations Applicationes Mathematicae 30 (2003) , 121-145 MSC: 60J27, 91B70. DOI: 10.4064/am30-2-1
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Hedging in complete markets driven by normal martingales Applicationes Mathematicae 30 (2003) , 147-172 MSC: 91B24, 91B26, 91B28, 60H05, 60H07. DOI: 10.4064/am30-2-2
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Asymptotics of riskless profit under selling of discrete time call options Applicationes Mathematicae 30 (2003) , 173-191 MSC: Primary 62P05; Secondary 60F17, 60G50. DOI: 10.4064/am30-2-3
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Quantile hedging on markets with proportional transaction costs Applicationes Mathematicae 30 (2003) , 193-208 MSC: 60G42, 91B28, 91B24, 91B30. GEL Classification Numbers: G11, G13. DOI: 10.4064/am30-2-4
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Risk minimization in the model with transaction costs Applicationes Mathematicae 30 (2003) , 209-216 MSC: 90A12, 90A09, 93E20. DOI: 10.4064/am30-2-5
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A geometric point of view on mean-variance models Applicationes Mathematicae 30 (2003) , 217-241 MSC: Primary 91B28; Secondary 58K30, 14P99, 90C20. DOI: 10.4064/am30-2-6
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An equilibrium model for electricity auctions Applicationes Mathematicae 30 (2003) , 243-249 MSC: 91B26, 91B52, 91B70. DOI: 10.4064/am30-2-7