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Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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Generalized hyperbolic diffusion processes with applications in finance
Rydberg, Tina Hviid - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10001372196
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Step options
Linetsky, Vadim - In: Mathematical finance : an international journal of … 9 (1999) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
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The statistical properties of the Black-Scholes option
Ncube, Mthuli - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 287-305
Persistent link: https://www.econbiz.de/10001224012
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Non-linear characteristics of the sterling-European Currency Unit exchange rate: 1984 - 1992
Chappell, David - In: The European journal of finance 3 (1997) 2, pp. 159-182
Persistent link: https://www.econbiz.de/10001224327
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Interest rates, banking spreads and credit supply : the real effects
Barrán Cabrera, Fernando - In: The European journal of finance 3 (1997) 2, pp. 107-136
Persistent link: https://www.econbiz.de/10001224329
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Information asymmetry, long-run relationship and price discovery in property investment markets
Wang, Peijie - In: The European journal of finance 3 (1997) 3, pp. 261-275
Persistent link: https://www.econbiz.de/10001226314
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Time series and cross-section parameter stability in the market model : the implications for event studies
Coutts, J. Andrew - In: The European journal of finance 3 (1997) 3, pp. 243-259
Persistent link: https://www.econbiz.de/10001226318