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~isPartOf:"The Kyoto economic review"
~person:"Jarrow, Robert A."
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
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Asymmetrische Information
Portfolio selection
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Merton jump-diffusion model
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Jarrow, Robert A.
Platen, Eckhard
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The Kyoto economic review
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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ASTIN bulletin : the journal of the International Actuarial Association
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finance and stochastics
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Johnson School Research Paper Series
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Review of derivatives research
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The journal of credit risk : published quarterly by Incisive Media
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Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
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