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type_genre:"Article in journal"
~person:"Bauer, Michael D."
~person:"Grbac, Zorana"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
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2
Martingale property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
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3
A multiple-curve HJM model of interbank risk
Crépey, Stéphane
;
Grbac, Zorana
;
Nguyen, Hai Nam
- In:
Mathematics and financial economics
6
(
2012
)
3
,
pp. 155-190
Persistent link: https://www.econbiz.de/10009624635
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