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Coherent risk measures and good-deal bounds
Jaschke, Stefan R.; Küchler, Uwe - In: Finance and stochastics 5 (2001) 2, pp. 181-200
Persistent link: https://www.econbiz.de/10001571488
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Coherent risk measures and good-deal bounds
Jaschke, Stefan; Küchler, Uwe - In: Finance and stochastics 5 (2001) 2, pp. 181-200
Persistent link: https://www.econbiz.de/10008217150
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A short term interest rate model
Platen, Eckhard - In: Finance and stochastics 3 (1999) 2, pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
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A reading guide for last passage times with financial applications in view
Nikeghbali, Ashkan; Platen, Eckhard - In: Finance and stochastics 17 (2013) 3, pp. 615-640
Persistent link: https://www.econbiz.de/10009756015
Cover Image
A short term interest rate model
Platen, Eckhard - In: Finance and stochastics 3 (1999) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10008218075
Cover Image
A reading guide for last passage times with financial applications in view
Nikeghbali, Ashkan; Platen, Eckhard - In: Finance and stochastics 17 (2013) 3, pp. 615-640
Persistent link: https://www.econbiz.de/10010131740