Works matching IS 09492984 AND DT 2002 AND VI 6 AND IP 2
Results: 7
The expectations hypothesis with non-negative rates.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 2, p. 265, doi. 10.1007/s007800100056
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- Publication type:
- Article
Optimal capital structure and endogenous default.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 2, p. 237, doi. 10.1007/s007800100058
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- Publication type:
- Article
In the insurance business risky investments are dangerous.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 2, p. 227, doi. 10.1007/s007800100057
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- Publication type:
- Article
On Lévy processes, Malliavin calculus and market models with jumps.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 2, p. 197
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- Publication type:
- Article
Editorial.
- Published in:
- 2002
- By:
- Publication type:
- Editorial
Valuation of exotic options under shortselling constraints.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 2, p. 143, doi. 10.1007/s007800100050
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- Publication type:
- Article
A multicurrency extension of the lognormal interest rate Market Models.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 2, p. 173
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- Publication type:
- Article