Works matching IS 09601627 AND DT 1998 AND VI 8 AND IP 1
Results: 7
CONTENTS.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 1, p. 1
- Publication type:
- Article
ERGODICITY, STATE PRICES, AND LONG BOND RETURNS.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 1, p. 85, doi. 10.1111/1467-9965.00046
- By:
- Publication type:
- Article
ON FEEDBACK EFFECTS FROM HEDGING DERIVATIVES.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 1, p. 67, doi. 10.1111/1467-9965.00045
- By:
- Publication type:
- Article
CONSUMPTION AND PORTFOLIO SELECTION WITH LABOR INCOME: A CONTINUOUS TIME APPROACH.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 1, p. 49, doi. 10.1111/1467-9965.00044
- By:
- Publication type:
- Article
COMPLETE MODELS WITH STOCHASTIC VOLATILITY.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 1, p. 27, doi. 10.1111/1467-9965.00043
- By:
- Publication type:
- Article
OPTION PRICING IN ARCH-TYPE MODELS.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 1, p. 13, doi. 10.1111/1467-9965.00042
- By:
- Publication type:
- Article
A SIMPLE COUNTEREXAMPLE TO SEVERAL PROBLEMS IN THE THEORY OF ASSET PRICING.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 1, p. 1, doi. 10.1111/1467-9965.00041
- By:
- Publication type:
- Article