Works matching IS 09492984 AND DT 2002 AND VI 6 AND IP 3
Results: 6
A variational inequality approach to financial valuation of retirement benefits based on salary.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 3, p. 273, doi. 10.1007/s007800100059
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- Publication type:
- Article
On the construction of finite dimensional realizations for nonlinear forward rate models.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 3, p. 303, doi. 10.1007/s007800100060
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- Article
Conditional Gaussian models of the term structure of interest rates.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 3, p. 333, doi. 10.1007/s007800100061
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- Article
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 3, p. 355, doi. 10.1007/s007800100063
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- Publication type:
- Article
No-arbitrage criteria for financial markets with efficient friction.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 3, p. 371, doi. 10.1007/s007800100062
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- Article
A model of financial market with several interacting assets. Complete market case.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 3, p. 383, doi. 10.1007/s007800100066
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- Publication type:
- Article