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Time-varying market price of risk in the CAPM : approaches, empirical evidence and implications
Hafner, Christian M., (1998)
Kapitalmarkt und zeitkontinuierliche Bewertung
Schöbel, Rainer, (1995)
Time varying market price of risk in the CAPM approaches, empirical evidence and implications
Hafner, Christian M., (1999)
Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette, (2008)
Thirty years of derivatives market : originality of the French experience
El Karoui, Nicole, (2023)
A probabilistic approach to the valuation of general floating rate notes
El Karoui, Nicole, (1992)