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Change of measure
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Catastrophic risk pricing
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Annals of Finance
Finance and Stochastics
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International journal of theoretical and applied finance
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Correlation and the pricing of risks
Atlan, Marc
;
Geman, Hélyette
;
Madan, Dilip
;
Yor, Marc
- In:
Annals of Finance
3
(
2007
)
4
,
pp. 411-453
Persistent link: https://www.econbiz.de/10005701386
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2
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures
Miltersen, Kristian
;
Nielsen, J.
;
Sandmann, Klaus
- In:
Annals of Finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10005701365
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