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Long-Term Returns in Stochasti...
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Dual formulation of the utility maximisation problem under transaction costs
Deelstra, Griselda
;
Pham, Huyên
;
Touzi, Nizar
-
Solvay Brussels School of Economics and Management, …
-
2001
Persistent link: https://www.econbiz.de/10008574417
Saved in:
2
Long-term returns in stochastic interest rate models: applications
Deelstra, Griselda
-
Solvay Brussels School of Economics and Management, …
-
2000
Persistent link: https://www.econbiz.de/10008585366
Saved in:
3
Yield option pricing in the generalized Cox-Ingersoll-Ross Model
Deelstra, Griselda
-
Solvay Brussels School of Economics and Management, …
-
1999
Persistent link: https://www.econbiz.de/10008589895
Saved in:
4
Conditional dominance criteria :definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
-
Solvay Brussels School of Economics and Management, …
-
1999
Persistent link: https://www.econbiz.de/10008589952
Saved in:
5
Convergence of discretised stochastic interest rate: processes with stochastic drift term
Deelstra, Griselda
;
Delbaen, Freddy
-
Solvay Brussels School of Economics and Management, …
-
1998
Persistent link: https://www.econbiz.de/10008590099
Saved in:
6
Optimal investment strategies in a CIR framework
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
-
Solvay Brussels School of Economics and Management, …
-
2000
Persistent link: https://www.econbiz.de/10008590133
Saved in:
7
Long-term returns in stochastic interest rate models: different convergence results
Deelstra, Griselda
;
Delbaen, Freddy
-
Solvay Brussels School of Economics and Management, …
-
1998
Persistent link: https://www.econbiz.de/10008590259
Saved in:
8
Long-term returns in stochastic interest rate models
Deelstra, Griselda
;
Delbaen, Freddy
-
Solvay Brussels School of Economics and Management, …
-
1995
Persistent link: https://www.econbiz.de/10008590311
Saved in:
9
Pricing of arithmetic basket options by conditioning
Deelstra, Griselda
;
Liinev, Jan
;
Vanmaele, Michèle
-
Solvay Brussels School of Economics and Management, …
-
2004
Persistent link: https://www.econbiz.de/10008590322
Saved in:
10
Long-term returns in stochastic interest rate models: convergence in law
Deelstra, Griselda
;
Delbaen, Freddy
-
Solvay Brussels School of Economics and Management, …
-
1995
Persistent link: https://www.econbiz.de/10008590332
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