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Bankportfolio - Zinsrisikomanagement : aufsichtliche Ueberpruefung des Zinsaenderungsrisikos im Anlagebuch (Saeule 2 von Basel II) in Oesterreich
Hudetz, Thomas - In: Risknews : das Fachmagazin für Risikomanagement 2 (2005) 5, pp. 56-58
Persistent link: https://www.econbiz.de/10006013410
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Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
Hubalek, Friedrich; Schachermayer, Walter - In: Insurance / Mathematics & economics 34 (2004) 2, pp. 193-226
Persistent link: https://www.econbiz.de/10006882822
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A General Proof of the Dybvig-Ingersoll-Ross Theorem: Long Forward Rates Can Never Fall
Hubalek, Friedrich; Klein, Irene; Teichmann, Josef - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 447-452
Persistent link: https://www.econbiz.de/10008216127
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When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?
Hubalek, Friedrich; Schachermayer, Walter - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 385
Persistent link: https://www.econbiz.de/10008218985
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Optimal expected exponential utility of dividend payments in a Brownian risk model
Grandits, Peter; Hubalek, Friedrich; Schachermayer, Walter - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 2, pp. 73-107
Persistent link: https://www.econbiz.de/10007740917