Works matching IS 09492984 AND DT 2008 AND VI 12 AND IP 2
Results: 6
Long run forward rates and long yields of bonds and options in heterogeneous equilibria.
- Published in:
- Finance & Stochastics, 2008, v. 12, n. 2, p. 245, doi. 10.1007/s00780-007-0058-0
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- Article
On the duality principle in option pricing: semimartingale setting.
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- Finance & Stochastics, 2008, v. 12, n. 2, p. 265, doi. 10.1007/s00780-008-0061-0
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- Article
Asymptotic arbitrage and numéraire portfolios in large financial markets.
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- Finance & Stochastics, 2008, v. 12, n. 2, p. 173, doi. 10.1007/s00780-007-0056-2
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- Article
Dynamic risk measures: Time consistency and risk measures from BMO martingales.
- Published in:
- Finance & Stochastics, 2008, v. 12, n. 2, p. 219, doi. 10.1007/s00780-007-0057-1
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- Article
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models.
- Published in:
- Finance & Stochastics, 2008, v. 12, n. 2, p. 149, doi. 10.1007/s00780-007-0059-z
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- Article
Valuation of default-sensitive claims under imperfect information.
- Published in:
- Finance & Stochastics, 2008, v. 12, n. 2, p. 195, doi. 10.1007/s00780-007-0060-6
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- Publication type:
- Article