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An intertemporal interest rate market model : complete markets
Sandmann, Klaus - 1988
Persistent link: https://www.econbiz.de/10000125430
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On the rate of convergence of some stochastic processes
Kern, Walter - 1986
Persistent link: https://www.econbiz.de/10000730729
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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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Asset pricing and observability
Dutta, Jayasri; Polemarchakis, Heraklis M. - 1989
Persistent link: https://www.econbiz.de/10000774587
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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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Non-existence and inefficiency of equilibria with American options and convertible bonds
Kahn, Charles M.; Krasa, Stefan - 1990
Persistent link: https://www.econbiz.de/10000789285
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Optimality of stationary asset equilibria under real stochastic monetary shocks
Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000781800
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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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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Nonparametric estimation of common regressors for similar curve data
Kneip, Alois - 1991
Persistent link: https://www.econbiz.de/10000827179