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A term structure model and the pricing of interest rate options
Sandmann, Klaus; Sondermann, Dieter - 1989
Persistent link: https://www.econbiz.de/10000781468
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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Option hedging for semimartingales
Schweizer, Martin - 1989
Persistent link: https://www.econbiz.de/10000757518
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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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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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The existence of competitive equilibria when the asset market is incomplete : a short proof and further results
Polemarchakis, Heraklis M.; Siconolfi, Paolo - 1989
Persistent link: https://www.econbiz.de/10000774571
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The timing of information in a general equilibrium framework
Berk, Jonathan B. - 1990
Persistent link: https://www.econbiz.de/10000781810
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Real effects of money in general equilibrium
Magill, Michael; Quinzii, Martine - 1989
Persistent link: https://www.econbiz.de/10000763079
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General equilibrium with a continuum of oligopolies
Siebe, Wilfried - 1990
Persistent link: https://www.econbiz.de/10000792462