Dynamic Asset Pricing Theory (Book).
- Published in:
- 1995
- By:
- Publication type:
- Book Review
Works matching IS 09601627 AND DT 1995 AND VI 5 AND IP 1
Results: 5
1
2
VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 1, p. 55, doi. 10.1111/j.1467-9965.1995.tb00101.x
- By:
- Publication type:
- Article
3
ARBITRAGE AND INFORMATION IN A SEQUENTIAL ECONOMY WITH MANY CREDIT AGENCIES.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 1, p. 33, doi. 10.1111/j.1467-9965.1995.tb00100.x
- By:
- Publication type:
- Article
4
THE GARCH OPTION PRICING MODEL.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 1, p. 13, doi. 10.1111/j.1467-9965.1995.tb00099.x
- By:
- Publication type:
- Article
5
APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES.
- Published in:
- Mathematical Finance, 1995, v. 5, n. 1, p. 1, doi. 10.1111/j.1467-9965.1995.tb00098.x
- By:
- Publication type:
- Article