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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
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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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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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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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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
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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
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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
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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
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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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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