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The limits of leverage
Guasoni, Paolo; Mayerhofer, Eberhard - In: Mathematical Finance 29 (2018) 1, pp. 249-284
Persistent link: https://www.econbiz.de/10012095144
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Affine multiple yield curve models
Cuchiero, Christa; Fontana, Claudio; Gnoatto, Alessandro - In: Mathematical Finance 29 (2018) 2, pp. 568-611
Persistent link: https://www.econbiz.de/10012095155
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Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
Cuchiero, Christa; Schachermayer, Walter; Wong, … - In: Mathematical Finance 29 (2018) 3, pp. 773-803
Persistent link: https://www.econbiz.de/10012095169
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HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES?
Schachermayer, Walter; Teichmann, Josef - In: Mathematical Finance 18 (2008) 1, pp. 155-170
Persistent link: https://www.econbiz.de/10005023787
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A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES
Teichmann, Josef - In: Mathematical Finance 15 (2005) 1, pp. 191-201
Persistent link: https://www.econbiz.de/10005655239
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A term structure model for dividends and interest rates
Filipović, Damir; Willems, Sander - In: Mathematical Finance 30 (2020) 4, pp. 1461-1496
Persistent link: https://www.econbiz.de/10012283206
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Unspanned stochastic volatility in the multifactor CIR model
Filipović, Damir; Larsson, Martin; Statti, Francesco - In: Mathematical Finance 29 (2018) 3, pp. 827-836
Persistent link: https://www.econbiz.de/10012095161
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On the relation between linearity-generating processes and linear-rational models
Filipović, Damir; Larsson, Martin; Trolle, Anders B. - In: Mathematical Finance 29 (2018) 3, pp. 804-826
Persistent link: https://www.econbiz.de/10012095166
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Option pricing with orthogonal polynomial expansions
Ackerer, Damien; Filipović, Damir - In: Mathematical Finance 30 (2019) 1, pp. 47-84
Persistent link: https://www.econbiz.de/10012095190