Narrow search
Showing 1 - 10 of 10
Cover Image
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Cover Image
Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B. - In: Mathematical finance : an international journal of … 4 (1994) 3, pp. 223-245
Persistent link: https://www.econbiz.de/10001185098
Cover Image
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Cover Image
Mean-variance hedging and numéraire
Gouriéroux, Christian - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
Cover Image
A discrete time equivalent martingale measure
Elliott, Robert J. - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Cover Image
Time changes for Lévy processes
Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Cover Image
The second fundamental theorem of asset pricing
Jarrow, Robert A.; Jin, Xing; Madan, Dilip B. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Cover Image
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian; Monfort, Alain - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Cover Image
Bilinear term structure model
Gouriéroux, Christian; Monfort, Alain - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Cover Image
Self-decomposability and option pricing
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10003543101