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Arbitrage Pricing
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Delbaen, Freddy
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Shirakawa, Hiroshi
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Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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ASTIN Bulletin ; Vol. 28 - No. 2 - 1998, 171- 181
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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ETH - Department of Mathematics - Prof. Dr. Freddy Delbaen - Selected papers and Prprints
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FINRISK Working Paper Series
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Financial engineering and the Japanese markets
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Risk : managing risk in the world's financial markets
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SFB Adaptive Information Systems and Modelling in Economics and Management Science
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Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
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A note on option pricing for the constant elasticity of variance model
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001758326
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2
No arbitrage condition for positive diffusion price processes
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 159-168
Persistent link: https://www.econbiz.de/10001769311
Saved in:
3
An interest rate model with upper and lower bounds
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 191-209
Persistent link: https://www.econbiz.de/10001769365
Saved in:
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