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Endogenous interest rate dynamics in asset markets
Reiß, Oliver (contributor); Schoenmakers, John (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
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From structural assumptions to a link between assets and interrest rates
Reiß, Oliver; Schoenmakers, John; Schweizer, Martin - In: Journal of economic dynamics & control 31 (2007) 2, pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
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From structural assumptions to a link between assets and interest rates
Reiß, Oliver; Schoenmakers, John; Schweizer, Martin - In: Journal of economic dynamics & control 31 (2007) 2, pp. 593-612
Persistent link: https://www.econbiz.de/10007590420
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Robust libor modelling and pricing of derivative products
Schoenmakers, John - 2005
Persistent link: https://www.econbiz.de/10001984160
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A pure martingale dual for multiple stopping
Schoenmakers, John - In: Finance and stochastics 16 (2012) 2, pp. 319-334
Persistent link: https://www.econbiz.de/10009544665
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Robust libor modelling and pricing of derivative products
Schoenmakers, John - 2005
Persistent link: https://www.econbiz.de/10004799914
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A minimality property of the minimal martingale measure
Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000168634
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Approximation pricing and the variance-optimal martingale measure
Schweizer, Martin - 1995
Persistent link: https://www.econbiz.de/10000927705
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Risky options simplified
Schweizer, Martin - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10001372090