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~subject:"Probability theory"
~subject:"Zinsstruktur"
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Search: person:"Delbaen, Freddy"
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Probability theory
Zinsstruktur
Theorie
27
Theory
27
Risiko
8
Risk
8
Stochastischer Prozess
7
CAPM
5
Finanzmathematik
5
Stochastic process
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Wahrscheinlichkeitsrechnung
5
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4
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Option pricing theory
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Delbaen, Freddy
7
Deelstra, Griselda
1
Haezendonck, J.
1
Lorimier, Sabine
1
Schachermayer, Walter
1
Shirakawa, Hiroshi
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Insurance / Mathematics & economics
2
Asia-Pacific financial markets
1
Oberwolfach
1
Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
1
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ECONIS (ZBW)
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1
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:
2
Long-term returns in stochastic interest rate models
Deelstra, Griselda
- In:
Selected papers of the International Conference on …
,
(pp. 280-283)
.
1995
Persistent link: https://www.econbiz.de/10001315786
Saved in:
3
Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
Saved in:
4
Consols in the CIR model
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001333350
Saved in:
5
Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
11
(
1992
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001138774
Saved in:
6
Representing Martingale measures when asset prices are continuous and bounded
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 107-130
Persistent link: https://www.econbiz.de/10001184899
Saved in:
7
Martingales in Markov processes applied to risk theory
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
5
(
1986
)
3
,
pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
Saved in:
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