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An inequality for the variance of waiting time under a general queuing discipline

Vasicek, Oldrich Alfons - In: Operations research 25 (1977) 5, pp. 879-884

Persistent link: https://www.econbiz.de/10002945335

A note on using cross-sectional information in Bayesian estimation of security betas

Vasicek, Oldrich Alfons - In: The journal of finance : the journal of the American … 28 (1973) 5, pp. 1233-1239

Persistent link: https://www.econbiz.de/10002945351

An equilibrium characterization of the term structure

Vasicek, Oldrich Alfons - In: Journal of financial economics 5 (1977) 2, pp. 177-188

Persistent link: https://www.econbiz.de/10002945318

The economics of interest rates

Vasicek, Oldrich Alfons - In: Journal of financial economics 76 (2005) 2, pp. 293-307

Persistent link: https://www.econbiz.de/10002821828

General equilibrium with heterogeneous participants and discrete consumption times

Vasicek, Oldrich Alfons - In: Journal of financial economics 108 (2013) 3, pp. 608-614

Persistent link: https://www.econbiz.de/10009764357

The Heath, Jarrow, Morton model

Vasicek, Oldrich Alfons - In: Economic notes : economic review of Banca Monte dei … 36 (2007) 3, pp. 205-207

Persistent link: https://www.econbiz.de/10003653471

Finance, economics and mathematics

Vasicek, Oldrich Alfons - 2016

Persistent link: https://www.econbiz.de/10011417517

Finance, economics, and mathematics

Vasicek, Oldrich Alfons - 2016

The compiled works of the man behind the evolution of quantitative finance. Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself. The name Oldrich A. Vasicek is synonymous with cutting-edge...

Persistent link: https://www.econbiz.de/10011835731

Term structure modeling using exponential splines

Vasicek, Oldrich Alfons; Fong, H. Gifford - In: The journal of finance : the journal of the American … 37 (1982) 2, pp. 339-348

Persistent link: https://www.econbiz.de/10002945371

Return maximization for immunized portfolios

Fong, H. Gifford; Vasicek, Oldrich Alfons - In: Innovations in bond portfolio management : duration …, (pp. 227-238). 1983

Persistent link: https://www.econbiz.de/10002172095