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Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej; Muchorski, Rafał - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
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A path-integral approximation for non-linear diffusions
Capriotti, Luca - In: Quantitative finance 20 (2020) 1, pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Arbitrage and super-replication cost with convex constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980462
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000981017
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A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Wilhelm, Jochen - 1998
Persistent link: https://www.econbiz.de/10000982111
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Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10000982152
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Option pricing with stochastic bond prices
Solnik, Bruno; Henrotte, Philippe - 1989
Persistent link: https://www.econbiz.de/10000759158
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The effects of stochastic inflation on asset prices
Labadie, Pamela - 1988
Persistent link: https://www.econbiz.de/10000765366
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Stochastic inflation and the equity premium
Labadie, Pamela - 1989
Persistent link: https://www.econbiz.de/10000767318