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Documento de trabajo
Journal of financial economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Maximal Gaussian affine models for multiplec commodities: a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
-
2014
Persistent link: https://www.econbiz.de/10011311374
Saved in:
2
Adjusted money's worth ratios in life annuities
Casassus, Jaime
;
Walker Hitschfeld, Eduardo
-
2013
Persistent link: https://www.econbiz.de/10009746044
Saved in:
3
Pricing swaptions within an affine framework
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10001718682
Saved in:
4
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
5
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
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