Narrow search
Showing 1 - 10 of 13
Cover Image
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin - In: Finance and stochastics 18 (2014) 2, pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Cover Image
On fairness of systemic risk measures
Biagini, Francesca; Fouque, Jean-Pierre; Frittelli, Marco; … - In: Finance and stochastics 24 (2020) 2, pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
Cover Image
Optional projection under equivalent local martingale measures
Biagini, Francesca; Mazzon, Andrea; Perkkiö, Ari-Pekka - In: Finance and stochastics 27 (2023) 2, pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Cover Image
Minimal realizations of interest rate models
Björk, Tomas; Gombani, Andrea - In: Finance and stochastics 3 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10001412162
Cover Image
Towards a general theory of bond markets
Björk, Tomas (contributor) - In: Finance and stochastics 1 (1997) 2, pp. 141-174
Persistent link: https://www.econbiz.de/10001217942
Cover Image
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas; Hult, Henrik - In: Finance and stochastics 9 (2005) 2, pp. 197-210
Persistent link: https://www.econbiz.de/10008214424
Cover Image
On the construction of finite dimensional realizations for nonlinear forward rate models
Björk, Tomas; Landén, Camilla - In: Finance and stochastics 6 (2002) 3, pp. 303-332
Persistent link: https://www.econbiz.de/10008216351
Cover Image
Minimal realizations of interest rate models
Björk, Tomas; Gombani, Andrea - In: Finance and stochastics 3 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10008218047
Cover Image
On the construction of finite dimensional realizations for nonlinear forward rate models
Björk, Tomas; Landén, Camilla - In: Finance and stochastics 6 (2002) 3, pp. 303-331
Persistent link: https://www.econbiz.de/10001680671
Cover Image
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas; Hult, Henrik - In: Finance and stochastics 9 (2005) 2, pp. 197-209
Persistent link: https://www.econbiz.de/10002747154