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Asymptotic efficiency in dynamic principal-agent problems
Müller, Holger M. - In: Journal of economic theory 91 (2000) 2, pp. 292-301
Persistent link: https://www.econbiz.de/10001481781
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On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher - 2000
Persistent link: https://www.econbiz.de/10001481836
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Caution in macroeconomic policy : uncertainty and the relative intensity of policy
Mercado, P. Ruben; Kendrick, David A. - In: Economics letters 68 (2000) 1, pp. 37-41
Persistent link: https://www.econbiz.de/10001481923
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Kontrollkarten für abhängige Zufallsvariablen
Schmid, Wolfgang; Knoth, Sven - 2000
Persistent link: https://www.econbiz.de/10001482192
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A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail; Ghysels, Eric - In: Journal of financial economics 56 (2000) 3, pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
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Informationswert bei stochastisch-quadratischen Entscheidungsproblemen
Laengle, Sigifredo (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001483944
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Recursive macroeconomic theory
Ljungqvist, Lars; Sargent, Thomas J. - 2000
Persistent link: https://www.econbiz.de/10001484150
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A universal lattice
Chen, Ren-Raw; Yang, Tyler T. - In: Review of derivatives research 3 (1999) 2, pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
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Stochastic duration and fast coupon bond option pricing in multi-factor models
Munk, Claus - In: Review of derivatives research 3 (1999) 2, pp. 157-181
Persistent link: https://www.econbiz.de/10001484571