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Long-term returns in stochastic interest rate models
Deelstra, G.; Delbaen, F. - In: Insurance / Mathematics & economics 17 (1995) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10006941286
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ARTICLES - On Esscher Transforms in Discrete Finance Models
Bühlmann, H.; Delbaen, F.; Embrechts, P.; Shiryaev, A.N. - In: Astin bulletin : the journal of the International … 28 (1998) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10008218843
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Weighted norm inequalities and hedging in incomplete markets
Delbaen, F.; Monat, P.; Schachermayer, W.; Schweizer, M.; … - In: Finance and stochastics 1 (1997) 3, pp. 181-228
Persistent link: https://www.econbiz.de/10008219551
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ARTICLES - On Esscher Transforms in Discrete Finance Models
Bühlmann, H.; Delbaen, F.; Embrechts, P.; Shiryaev, A.N. - In: Astin bulletin : the journal of the International … 19980, pp. 171-186
Persistent link: https://www.econbiz.de/10008220945