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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
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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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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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A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
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Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
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On smile and skewness
Platen, Eckhard - 1994
Persistent link: https://www.econbiz.de/10000903723
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Approximating random variables by stochastic integrals
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880244