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Functional analytic (ir-)regularity properties of SABR-type processes
Döring, Leif; Horvath, Blanka Nora; Teichmann, Josef - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-48
Persistent link: https://www.econbiz.de/10011686937
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Conditional density models for asset pricing
Filipović, Damir; Hughston, Lane P.; Macrina, Andrea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
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Equilibrium prices for monetary utility functions
Filipović, Damir; Kupper, Michael - In: International journal of theoretical and applied finance 11 (2008) 3, pp. 325-343
Persistent link: https://www.econbiz.de/10003733151