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ECONIS (ZBW)
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No-arbitrage bounds on contingent claims prices with convex constraints on the dollar investments of the hedge portfolio
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000975849
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2
Numerical methods for continuous-time, continuous-state stochastic control problems
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000975852
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3
Optimal consumption: investment policies with undiversifiable income risk and borrowing constraints
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000976130
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4
The Markov chain approximation approach for numerical solution of stochastic control problems : experiences from Merton's problem
Munk, Claus
-
1998
Persistent link: https://www.econbiz.de/10000979842
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5
Stochastic duration and fast coupon bond option pricing in multi-factor models
Munk, Claus
-
1998
Persistent link: https://www.econbiz.de/10000995478
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6
The valuation of contingent claims under portfolio constraints : reservation buying and selling prices
Munk, Claus
-
1998
Persistent link: https://www.econbiz.de/10000994405
Saved in:
7
Optimal investment strategies with a Heath-Jarrow-Morton term structure of interest rates
Munk, Claus
;
Sørensen, Carsten
-
1999
Persistent link: https://www.econbiz.de/10001455583
Saved in:
8
Memory and consumption smoothing in multi-period agencies
Christensen, Peter Ove
;
Frimor, Hans
-
1997
Persistent link: https://www.econbiz.de/10000972807
Saved in:
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