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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
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Approximate completeness with multiple martingale measures
Artzner, Philippe
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10001185067
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Consistency among trading desks
Heath, David
;
Ku, Hyejin
- In:
Finance and Stochastics
10
(
2006
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10005166848
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