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Optimal portfolio choice in the bond market
Ringer, Nathanael; Tehranchi, Michael - In: Finance and stochastics 10 (2006) 4, pp. 553-573
Persistent link: https://www.econbiz.de/10003405649
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A note on invariant measures for HJM models
Tehranchi, Michael - In: Finance and stochastics 9 (2005) 3, pp. 389-398
Persistent link: https://www.econbiz.de/10008214294
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Local volatility dynamic models
Carmona, René; Nadtochiy, Sergey - In: Finance and stochastics 13 (2009) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
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Tangent Lévy market models
Carmona, René; Nadtochiy, Sergey - In: Finance and stochastics 16 (2012) 1, pp. 63-104
Persistent link: https://www.econbiz.de/10009423250
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Tangent Lévy market models
Carmona, René; Nadtochiy, Sergey - In: Finance and stochastics 16 (2011) 1, pp. 63-105
Persistent link: https://www.econbiz.de/10009810440