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Consols in the CIR model
Delbaen, Freddy - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 125-134
Persistent link: https://www.econbiz.de/10001333350
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2006 - Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2010 - Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
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Martingales in Markov processes applied to risk theory
Delbaen, Freddy - In: Insurance / Mathematics & economics 5 (1986) 3, pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
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Long-term returns in stochastic interest rate models
Deelstra, Griselda - In: Selected papers of the International Conference on …, (pp. 280-283). 1995
Persistent link: https://www.econbiz.de/10001315786
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Representing Martingale measures when asset prices are continuous and bounded
Delbaen, Freddy - In: Mathematical finance : an international journal of … 2 (1992) 2, pp. 107-130
Persistent link: https://www.econbiz.de/10001184899
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Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 343-348
Persistent link: https://www.econbiz.de/10001185071