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Finance and stochastics
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1
Optional decomposition and Lagrange multipliers
Föllmer, Hans
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001230154
Saved in:
2
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
3
Fast accurate binomial pricing
Rogers, Leonard C. G.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10001230164
Saved in:
4
Applications of Malliavin calculus to Monte-Carlo methods in finance, [Teil] II
Fournié, Éric
(
contributor
)
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 201-236
Persistent link: https://www.econbiz.de/10001571492
Saved in:
5
A class of risk neutral densities with heavy tails
Hartvig, Niels Væver
;
Ledet Jensen, Jens
;
Pedersen, Jan
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10001553060
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6
A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
Goldys, Ben
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001226609
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7
Applications of Malliavin calculus to Monte Carlo methods in finance, [Teil 1]
Fournié, Éric
(
contributor
)
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 391-412
Persistent link: https://www.econbiz.de/10001412112
Saved in:
8
Towards a general theory of bond markets
Björk, Tomas
(
contributor
)
- In:
Finance and stochastics
1
(
1997
)
2
,
pp. 141-174
Persistent link: https://www.econbiz.de/10001217942
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9
A note on the existence of unique equivalent martingale measures in a Markovian setting
Rydberg, Tina Hviid
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001224218
Saved in:
10
Ruin probabilities for a Sparre Andersen model with investments : the case of annuity payments
Kabanov, Jurij M.
;
Promyslov, Platon
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 887-902
Persistent link: https://www.econbiz.de/10014426395
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