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1
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:
2
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:
3
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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4
Remarks on the methodology introduced by Goovaerts et al.
Deelstra, Griselda
;
Delbaen, Freddy
-
Solvay Brussels School of Economics and Management, …
-
1992
Persistent link: https://www.econbiz.de/10008590507
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5
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
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6
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
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7
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
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8
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
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9
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:
10
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
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