Miklavž Mastinšek

zbMath Openmastinsek.miklavzDBLP115/9984WikidataQ48074984 ScholiaQ48074984MaRDI QIDQ588993

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On robustness of the Black-Scholes partial differential equation model International Journal of Theoretical and Applied Finance	2016-04-14	Paper
Hedging and the mean absolute return	2010-09-14	Paper
Delta hedging and return	2010-07-28	Paper
Time sensitivity of the Black-Scholes delta in discrete time	2010-01-13	Paper
scientific article; zbMATH DE number 5244915 (Why is no real title available?)	2008-03-06	Paper
Discrete-time delta hedging and the Black-Scholes model with transaction costs Mathematical Methods of Operations Research	2007-01-05	Paper
scientific article; zbMATH DE number 2016880 (Why is no real title available?)	2003-12-14	Paper
scientific article; zbMATH DE number 1931003 (Why is no real title available?)	2003-06-19	Paper
Stability conditions for abstract functional differential equations in Hilbert space Semigroup Forum	2003-03-18	Paper
scientific article; zbMATH DE number 1996164 (Why is no real title available?)	2003-01-01	Paper
Norm continuity and stability for a functional differential equation in Hilbert space Journal of Mathematical Analysis and Applications	2002-09-08	Paper
Stability for a functional differential equation in Hilbert space Revista Investigación Operacional	2001-07-18	Paper
Inverse problem for a nonlinear elliptic equation	2001-04-03	Paper
scientific article; zbMATH DE number 750686 (Why is no real title available?)	1995-10-15	Paper
Dual semigroups for delay differential equations with unbounded operators acting on the dealys Differential and Integral Equations	1994-03-07	Paper
scientific article; zbMATH DE number 493184 (Why is no real title available?)	1994-01-26	Paper
Dual semigroups and structural operators for partial functional differential equations with unbounded operators acting on the delays Differential and Integral Equations	1990-01-01	Paper
scientific article; zbMATH DE number 4125878 (Why is no real title available?)	1989-01-01	Paper

Research outcomes over time

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