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Reaching Goals by a Deadline: Digital Options and Continuous-Time Active
Portfolio
Management.
Browne, S.
-
Graduate School of Business, Columbia University
-
1996
We study a variety of optimal
investment
problems for objectives related to aataining goals by a fixed terminal time. …
Persistent link: https://www.econbiz.de/10005776744
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2
The Real and Nominal Interest Rates: A Discrete-Time Model with Continous -Time Limit.
Sun, T.S.
-
Graduate School of Business, Columbia University
-
1991
Persistent link: https://www.econbiz.de/10005776705
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3
Are Limited Liability Contracts Efficient? Theory and Application.
Nagarajan, S.
-
Graduate School of Business, Columbia University
-
1993
Persistent link: https://www.econbiz.de/10005478473
Saved in:
4
Markets, Arbitrage and Social Choice.
Chichilnisky, G.
-
Graduate School of Business, Columbia University
-
1992
Persistent link: https://www.econbiz.de/10005630949
Saved in:
5
Returns Volatilities Drop Following Large Dividend Payments.
Huberman, G.
;
Peles, N.
-
Graduate School of Business, Columbia University
-
1992
Persistent link: https://www.econbiz.de/10005630951
Saved in:
6
Arbitrage, Equilibrium and the Pareto Frontier in Lp and Sobolev Spaces.
Chichilnisky, G.
;
Heal, G.M.
-
Graduate School of Business, Columbia University
-
1993
Persistent link: https://www.econbiz.de/10005630955
Saved in:
7
Interest Rate Swaps : Theory and Evidence.
Sun, T.S.
;
Sundaresan, S.
-
Graduate School of Business, Columbia University
-
1991
Persistent link: https://www.econbiz.de/10005631002
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8
An Empirical Examination of the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates.
Pearson, N.D.
;
Sun, T.S.
-
Graduate School of Business, Columbia University
-
1991
Persistent link: https://www.econbiz.de/10005631006
Saved in:
9
Capital Markets, Financial Intermediaries, and the Supply of Liquidity in a Dynamic Economy.
Fulghieri, P.
;
Rovelli, R.
-
Graduate School of Business, Columbia University
-
1993
Persistent link: https://www.econbiz.de/10005631013
Saved in:
10
Quality and Timing Options in Thasury Future Markets-- Theory and Evidence.
Broadie, M.
;
Sundaresan, S.
-
Graduate School of Business, Columbia University
-
1991
Persistent link: https://www.econbiz.de/10005631026
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