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Optimal portfolio choice in the bond market.
- Published in:
- Finance & Stochastics, 2006, v. 10, n. 4, p. 553, doi. 10.1007/s00780-006-0019-z
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- Article
A note on invariant measures for HJM models.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 389, doi. 10.1007/s00780-004-0143-6
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- Article
OPTIMAL INVESTMENT FOR ALL TIME HORIZONS AND MARTIN BOUNDARY OF SPACE-TIME DIFFUSIONS.
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- Mathematical Finance, 2017, v. 27, n. 2, p. 438, doi. 10.1111/mafi.12092
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- Article
ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS.
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- Journal of Applied Probability, 2013, v. 50, n. 2, p. 557, doi. 10.1239/jap/1371648961
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- Article
ASYMPTOTICS OF IMPLIED VOLATILITY FAR FROM MATURITY.
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- Journal of Applied Probability, 2009, v. 46, n. 3, p. 629, doi. 10.1239/jap/1253279843
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- Article
A Black–Scholes inequality: applications and generalisations.
- Published in:
- Finance & Stochastics, 2020, v. 24, n. 1, p. 1, doi. 10.1007/s00780-019-00410-6
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- Article
POLYNOMIAL TERM STRUCTURE MODELS.
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- International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 2, p. N.PAG, doi. 10.1142/S0219024921500096
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- Article