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Term structure of vanilla options
Brody, Dorje C.; Constantinou, Irene C.; Meister, … - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1323-1337
Persistent link: https://www.econbiz.de/10003632084
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Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong; Meister, Bernhard K. - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
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Information-based asset pricing
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea - In: International journal of theoretical and applied finance 11 (2008) 1, pp. 107-142
Persistent link: https://www.econbiz.de/10003692732
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Coherent chaos interest-rate models
Brody, Dorje C.; Hadjipetri, Stala - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10011403746
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Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10011889447