Narrow search
Showing 1 - 5 of 5
Cover Image
A reading guide for last passage times with financial applications in view
Nikeghbali, Ashkan; Platen, Eckhard - In: Finance and stochastics 17 (2013) 3, pp. 615-640
Persistent link: https://www.econbiz.de/10009756015
Cover Image
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean; Dowd, Kevin; Hulley, Hardy - In: Finance and stochastics 28 (2024) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Cover Image
A short term interest rate model
Platen, Eckhard - In: Finance and stochastics 3 (1999) 2, pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
Cover Image
A short term interest rate model
Platen, Eckhard - In: Finance and stochastics 3 (1999) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10008218075
Cover Image
A reading guide for last passage times with financial applications in view
Nikeghbali, Ashkan; Platen, Eckhard - In: Finance and stochastics 17 (2013) 3, pp. 615-640
Persistent link: https://www.econbiz.de/10010131740