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Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman, (1999)
Essays on intertemporal asset pricing
Zapatero, Fernando, (1991)
Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René, (1996)
Convergence from discrete to continuous-time contingent claims prices
He, Hua, (1990)
Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua, (1991)
Double lookbacks
He, Hua, (1998)