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Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc - 1998
Persistent link: https://www.econbiz.de/10000993120
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Quantile hedging
Föllmer, Hans; Leukert, Peter - 1998
Persistent link: https://www.econbiz.de/10000992218
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On Itô's formula for multidimensional Brownian motion
Föllmer, Hans; Protter, Philip E. - 2001
Persistent link: https://www.econbiz.de/10001652438
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Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001606213
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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001612100
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Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter - 2002
Persistent link: https://www.econbiz.de/10001666561
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586
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A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
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Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
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Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470256