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Foreign currency bubbles
Jarrow, Robert A.; Protter, Philip E. - In: Review of derivatives research 14 (2011) 1, pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
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Who would invest only in the risk-free asset?
Azevedo, N.; Pinheiro, D.; Xanthopoulos, S. Z.; … - In: International journal of financial engineering 5 (2018) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10011923046
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Option pricing in an incomplete market
Grigorian, Karen; Jarrow, Robert A. - 2024
Persistent link: https://www.econbiz.de/10015399436
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The [beta]-variance gamma model
Schoutens, Wim; Van Damme, Geert - In: Review of derivatives research 14 (2011) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
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CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten; Zabczyk, Jerzy - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
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Forward mortality rates in discrete time I : calibration and securities pricing
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011412905
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Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.; Siu, Tak Kuen - In: Asia-Pacific financial markets 22 (2015) 2, pp. 133-149
Persistent link: https://www.econbiz.de/10011377522