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Backward stochastic differential equations and stoachstic controls : a new perspective
Kohlmann, Michael; Zhou, Xun Yu - 1999
Persistent link: https://www.econbiz.de/10004057406
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The impact of delivery risk on optimal production and futures hedging
Adam-Müller, Axel F.; Wong, Kit Pong - 2002
Persistent link: https://www.econbiz.de/10004718172
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Heterogenity of investors and asset pricing in a risk value world
Franke, Günter; Weber, Martin - 2001
Persistent link: https://www.econbiz.de/10004734676
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Modelling intraday trading activity using Box-Cox ACD models
Hautsch, Nikolaus - 2002
Persistent link: https://www.econbiz.de/10004780629
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Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10004570150
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The informed and uninformed agent's price of contingent claim
Kohlmann, Michael; Zhou, Xun Yu - 1999
Persistent link: https://www.econbiz.de/10004053146
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Hedging price risk : when real wealth matters
Adam-Müller, Axel F. - 1999
Persistent link: https://www.econbiz.de/10004053147
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(Reflected) backward stoachstic : differential equations and contingent claims
Kohlmann, Michael - 1999
Persistent link: https://www.econbiz.de/10004053148
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SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10004053150
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SEMIFAR models with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan (contributor) - 1999
Persistent link: https://www.econbiz.de/10004053154