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Why does implied risk aversion smile?
Ziegler, Alexandre
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2002
Persistent link: https://www.econbiz.de/10001683044
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Liquidation risk
Ziegler, Alexandre
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Duffie, Darrell
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2001
Persistent link: https://www.econbiz.de/10001592003
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A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
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Trojani, Fabio
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Vanini, Paolo
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2002
Persistent link: https://www.econbiz.de/10001683059
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