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Aase Nielsen, Jørgen
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
12
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ECONIS (ZBW)
12
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1
Robust preferences and convex measures of risk
Föllmer, Hans
;
Schied, Alexander
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 39-56)
.
2002
Persistent link: https://www.econbiz.de/10001672220
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2
Factor pricing in multidate security markets
Werner, Jan
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 71-84)
.
2002
Persistent link: https://www.econbiz.de/10001672221
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3
Option pricing for co-integrated assets
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 85-99)
.
2002
Persistent link: https://www.econbiz.de/10001672222
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4
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 101-124)
.
2002
Persistent link: https://www.econbiz.de/10001672227
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5
Hedging of contingent claims under transaction costs
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 125-136)
.
2002
Persistent link: https://www.econbiz.de/10001672229
Saved in:
6
Risk management for derivatives in illiquid markets : a simulation study
Frey, Rüdiger
;
Patie, Pierre
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 137-159)
.
2002
Persistent link: https://www.econbiz.de/10001672230
Saved in:
7
A simple model of liquidity effects
Rogers, Leonard C. G.
;
Zane, Omar
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 161-176)
.
2002
Persistent link: https://www.econbiz.de/10001672232
Saved in:
8
Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad
;
Chiarella, Carl
;
Runggaldier, Wolfgang J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 177-195)
.
2002
Persistent link: https://www.econbiz.de/10001672233
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9
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 198-218)
.
2002
Persistent link: https://www.econbiz.de/10001672236
Saved in:
10
The fair premium of an equity-linked life and pension insurance
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 219-255)
.
2002
Persistent link: https://www.econbiz.de/10001672238
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