Narrow search
Showing 1 - 7 of 7
Cover Image
Theory of asset pricing
Pennacchi, George G. - 2008
Persistent link: https://www.econbiz.de/10003399134
Cover Image
Optimal home currency and the curved international equilibrium
Keppo, Jussi - In: On arbitrage, optimal portfolio and equilibrium under …, (pp. 1-11). 1998
Persistent link: https://www.econbiz.de/10001587337
Cover Image
Pricing of electricity swing options
Keppo, Jussi - In: The journal of derivatives : the official publication … 11 (2003) 3, pp. 26-43
Persistent link: https://www.econbiz.de/10002007118
Cover Image
The value of guarantees on pension fund returns
Pennacchi, George G. - In: The journal of risk and insurance : the journal of the … 66 (1999) 2, pp. 219-237
Persistent link: https://www.econbiz.de/10001471397
Cover Image
Option pricing for large agents
Jonsson, Mattias; Keppo, Jussi - In: Applied mathematical finance 9 (2002) 4, pp. 261-272
Persistent link: https://www.econbiz.de/10001728732
Cover Image
On pricing kernels and finite-state variable health Jarrow Morton models
Pennacchi, George G. - In: Review of derivatives research 1 (1996) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001205609
Cover Image
Pricing personal account benefit guarantees : a simplified approach
Biggs, Andrew G.; Burdick, Clark A.; Smetters, Kent A. - In: Social security policy in a changing environment, (pp. 229-249). 2009
Persistent link: https://www.econbiz.de/10003881868