- Orlicz spaces in Mathematical Finance M. R. Grasselli
- In search of M. R. Grasselli
- The investment game in incomplete markets M. R. Grasselli
- The investment game in incomplete markets. M. R. Grasselli
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations Author(s): J. Michael Harrison and David M. Kreps
- agent-based bank runs and
- The strategic exercise of options in incomplete M. R. Grasselli
- A Monte Carlo method for exponential hedging in semimartingale markets
- Proc. R. Soc. A (2005) 461, 459479 doi:10.1098/rspa.2004.1366
- CALIBRATION OF CHAOTIC MODELS FOR INTEREST RATES M. R. GRASSELLI AND T. TSUJIMOTO
- Stock loans in incomplete markets M. R. Grasselli
- On the Possibility of Speculation under Rational Expectations Author(s): Jean Tirole
- Pragmatism and Conservatism in the Egyptian Mathematics
- Ann Inst Stat Math (2010) 62:873896 DOI 10.1007/s10463-008-0191-3
- Dual Connections in Nonparametric Information Geometry
- Indifference Price for General Semimartingales An Orlicz space approach
- Nonlinearity, correlation and the valuation of employee M. R. Grasselli
- Duality, monotonicity and the WignerYanaseDyson metrics
- Calibration of Chaos Models
- Indifference Price of Insurance Contracts: stochastic volatility, stochastic interest rates
- Investment under uncertainty and competition in incomplete markets
- Vol. 50 (2002) REPORTS ON MATHEMATICAL. PHYSICS No. 1 HYDRODYNAMICS IN AN EXTERNAL FIELD
- The Heroic Age: the intelectual enterprise of Greek mathematicians in the V century BC
- Duality, Monotonocity and the WYD M. R. Grasselli
- Real options in incomplete markets The reflected BSDE approach
- Aspects of Abstraction in the Mesopotamian Mathematics
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- Valuing employee options M. R. Grasselli
- The Limits of Arbitrage Andrei Shleifer; Robert W. Vishny
- PLEASE SCROLL DOWN FOR ARTICLE This article was downloaded by: [Canadian Research Knowledge Network]
- Author(s): Peter M. Garber Source: The Journal of Political Economy, Vol. 97, No. 3 (Jun., 1989), pp. 535-560
- Real Options and Game Theory in Incomplete M. Grasselli
- [Journal of Political Economy, 2003, vol. 111, no. 6] 2003 by The University of Chicago. All rights reserved. 0022-3808/2003/11106-0007$10.00
- The Uniqueness of the Chentsov Metric M. R. Grasselli
- The priority option: the
- Novos paradigmas em securitizac~ao e derivativos de credito
- Pricing Insurance Contracts in Markets with Stochastic Volatility
- Math 774 -Credit Risk Modeling M. R. Grasselli and T. R. Hurd
- Hydrodynamics in an external field M. R. Grasselli and R. F. Streater,
- Mathematical Finance, Vol. 20, No. 2 (April 2010), 145185 ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
- Noise Trader Risk in Financial Markets Author(s): J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann
- Regras de preco n~ao-lineares, contratos de volatilidade, e exercicio optimal de opc~oes
- Vol. 46 (2000) REPORTSONMATHEMATICALPHYSICS No. 3 THE QUANTUM INFORMATION MANIFOLD
- Market solutions to transportation problems
- On the optimal exercise policy for executive stock options
- Asset Price Bubbles in Complete Markets Robert A. Jarrow1
- Combining Real Options and game theory in incomplete markets.
- Indifference prices for general semimartingales M. R. Grasselli
- The Theory of Rational Bubbles in Stock Prices Author(s): Behzad T. Diba and Herschel I. Grossman
- Investment, abandonment, mothballing and reactivation in incomplete markets
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- Chaotic Interest Rate Model Calibration M. Grasselli, T. Tsujimoto
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- Open Questions in Quantum Information M. R. Grasselli
- The Reflected BSDE approach to Real Options in Incomplete markets
- Getting real with real options: a utilitybased approach for finitetime investment in incomplete markets.
- NBER WORKING PAPER SERIES BUBBLES, RATIONAL EXPECTATIONS
- Classical and Quantum Information Matheus da Rocha Grasselli
- A Monte Carlo method for exponential hedging of contingent M. R. Grasselli
- Mathematical Finance, Vol. 21, No. 3 (July 2011), 423446 INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
- Risk aversion and block exercise of executive stock options Matheus Grasselli a
- A policyholder's utility indifference valuation model for the guaranteed annuity option
- Indifference Pricing and Hedging for Volatility Derivatives
- On the Uniqueness of the Chentsov Metric in Quantum Information Geometry
- Math 774 -Credit Risk Modeling M. R. Grasselli and T. R. Hurd
- Malliavin Calculus Matheus Grasselli Tom Hurd
- Anticommutative algebras applied to second quantization: an example of Schonberg's formalism
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- In search of M. R. Grasselli
- Chaotic Interest Rate Model Calibration M. Grasselli, T. Tsujimoto
- Chaotic Interest Rate Model Calibration Matheus R. Grasselli
- Indifference Price of Insurance Contracts: stochastic volatility, stochastic interest rates
- Insurance Contracts in Markets with Stochastic Volatility or Stochastic Interest Rates
- Games and Options in Incomplete Markets M. R. Grasselli
- Valuing employee options M. R. Grasselli
- Novos paradigmas na precificac~ao de CDO e derivativos de credito no mercado internacional
- Rational exercise of employee options M. R. Grasselli
- Seminario de Mathematical Methods in Finances Titulo An Orlicz space formulation for the optimal hedging problem in
- Nonlinearity, correlation and the valuation of employee stock options
- Applications of utility-based pricing to stochastic volatility and real options models
- Indifference pricing in two-factor models: new results for stochastic volatility
- Noncommutative Orlicz Spaces in Quamtum Information Geometry
- Wiener chaos and the CoxIngersollRoss M. R. Grasselli
- Numerical methods for indifference pricing in stochastic volatility models
- Closed form valuation of volatility claims M. R. Grasselli, T. R. Hurd
- Partial Differential Equations in Mathematical M. R. Grasselli
- The Wiener chaos expansion for the CoxIngersollRoss model
- Asset price mathematics
- Asset Bubbles and Overlapping Generations Author(s): Jean Tirole
- Bubbles and Crises Author(s): Franklin Allen and Douglas Gale
- American Economic Association Famous First Bubbles
- Economic History Association The Stock Market Bubble of 1929: Evidence from Closed-end Mutual Funds
- The Quantum Information Manifold for -Bounded M. R. Grasselli
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- October 11, 2010 15:49 Applied Mathematical Finance stockloan Applied Mathematical Finance,
- Calibration of Chaos Models for Interest Rates M. Grasselli, T. Tsujimoto
- Calibration of Chaos Models for Interest Rates M. Grasselli, T. Tsujimoto
- In search of M. R. Grasselli
- Nonlinearity, correlation and the valuation of employee options
- Numerical methods for optimal hedging M. R. Grasselli Dept. of Mathematics and Statistics
- Journal of Business Finance & Accounting, 38(5) & (6), 740764, June/July 2011, 0306-686X doi: 10.1111/j.1468-5957.2010.02232.x
- An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility
- An agent-based computational model for bank formation and interbank networks
- An agent-based computational model for bank formation and interbank networks
- agent-based bank runs and
- A dynamical systems model
- A dynamical systems model
- agent-based bank runs and
- A dynamical systems model
