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Thank you, Tomas!
Gombani, Andrea - In: Finance and stochastics 27 (2023) 4, pp. 1047-1048
Persistent link: https://www.econbiz.de/10014426413
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Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R. - In: Finance and stochastics 2 (1998) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
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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
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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
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An Italian perspective on the development of financial mathematics from 1992 to 2008
Runggaldier, Wolfgang J. - In: Finance and stochastics 26 (2022) 1, pp. 5-31
Persistent link: https://www.econbiz.de/10012796465
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Coherent risk measures and good-deal bounds
Jaschke, Stefan R.; Küchler, Uwe - In: Finance and stochastics 5 (2001) 2, pp. 181-200
Persistent link: https://www.econbiz.de/10001571488
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A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio; Pavarana, Simone; Runggaldier, Wolfgang J. - In: Finance and stochastics 27 (2023) 4, pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
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Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Finance and stochastics 14 (2010) 4, pp. 495-526
Persistent link: https://www.econbiz.de/10008823701