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Price systems constructed by optimal dynamic portfolios
Schäl, Manfred - In: Mathematical methods of operations research 51 (2000) 3, pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
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Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
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Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank - 2000
Persistent link: https://www.econbiz.de/10001506939
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Special double issue: Computational aspects of complex securities
Selby, Michael J. P. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001507322
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Continuous stochastic calculus with applications to finance
Meyer, Michael J. - 2001
Persistent link: https://www.econbiz.de/10001507701
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La gestione dei portafogli azionari : modelli e tecniche per l'attività di asset management
Colombini, Fabiano; DeSimoni, Marco; Mancini, Andrea - 2000
Persistent link: https://www.econbiz.de/10001526997
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Theory of financial risks : from statistical physics to risk management
Bouchaud, Jean-Philippe; Potters, Marc - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001530522
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Essays on financial models
Amilon, Henrik - 2000
Persistent link: https://www.econbiz.de/10001534304
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The option on n assets with exchange rate and exercise price risk
Martzoukos, Spiros A. - In: Journal of multinational financial management 11 (2001) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001537472
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A note on mean-variance hedging of non-attainable claims
Kohlmann, Michael; Peisl, Bernhard - 2000
Persistent link: https://www.econbiz.de/10001450614