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Stock price distributions, perfect option hedging, and complete markets
Müller, Sigrid M. - 1989
Persistent link: https://www.econbiz.de/10000780954
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Asset pricing and observability
Dutta, Jayasri; Polemarchakis, Heraklis M. - 1989
Persistent link: https://www.econbiz.de/10000774587
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Probabilistic aspects of options
Föllmer, Hans - 1991
Persistent link: https://www.econbiz.de/10000828639
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A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus; Sondermann, Dieter - 1991
Persistent link: https://www.econbiz.de/10000815479
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The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus - 1989
Persistent link: https://www.econbiz.de/10013276566
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On price efficiency
Färe, Rolf; Grosskopf, Shawna - 1987
Persistent link: https://www.econbiz.de/10000760338
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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Noninformative rational expectations equilibria when assets are nominal : an example
Mischel, K.; Polemarchakis, Heraklis M.; Siconolfi, Paolo - 1989
Persistent link: https://www.econbiz.de/10000774569
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The risk of financial assets and the volatility of their equilibrium prices when agents have non-time-separable preferences
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000789283
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Biased crossvalidation for a kernel regression estimator and its derivatives
Härdle, Wolfgang; Carroll, Raymond J. - 1989
Persistent link: https://www.econbiz.de/10000774582