Search results for "G13"

Found 9 publication records. Showing 9 according to the selection in the facets

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
46	Jianzhong Chen, Lifei Wang, Wei Wang, Haibo Sun, Laixue Pang, Huayin Bao	Conformational transformation of switch domains in GDP/K-Ras induced by G13 mutants: An investigation through Gaussian accelerated molecular dynamics simulations and principal component analysis.	Comput. Biol. Medicine	2021	DBLP DOI BibTeX RDF
27	Luciano Campi, Walter Schachermayer	A super-replication theorem in Kabanov's model of transaction costs.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification G10, G11, G13
27	Alet Roux, Tomasz Zastawniak	A counter-example to an option pricing formula under transaction costs.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification G11, G13
27	Peter Carr 0002, Vadim Linetsky	A jump to default extended CEV model: an application of Bessel processes.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification G12, G13
27	Robert J. Elliott, Carlton-James U. Osakwe	Option Pricing for Pure Jump Processes with Markov Switching Compensators.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification G12, G13, D52
26	Hans Buehler	Consistent Variance Curve Models.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification (2000) G13
26	Denis Belomestny, Markus Reiß	Spectral calibration of exponential Lévy models.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification G13, C14
26	Raoul Pietersz, Marcel van Regenmortel	Generic market models.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification G13
26	Jan Bergenthum, Ludger Rüschendorf	Comparison of Option Prices in Semimartingale Models.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification G13

Displaying result #1 - #9 of 9 (100 per page; Change: )