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Linetsky, Vadim
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Long-term factorization in Heath-Jarrow-Morton models
Qin, Likuan
;
Linetsky, Vadim
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 621-641
Persistent link: https://www.econbiz.de/10011945879
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2
Long-term risk : a martingale approach
Qin, Likuan
;
Linetsky, Vadim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 299-312
Persistent link: https://www.econbiz.de/10011738495
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3
Long-term factorization of affine pricing kernels
Qin, Likuan
;
Linetsky, Vadim
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 479-498
Persistent link: https://www.econbiz.de/10011900582
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