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From structural assumptions to a link between assets and interrest rates
Reiß, Oliver; Schoenmakers, John; Schweizer, Martin - In: Journal of economic dynamics & control 31 (2007) 2, pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
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Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin; Wissel, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 77-114
Persistent link: https://www.econbiz.de/10003643469
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Endogenous interest rate dynamics in asset markets
Reiß, Oliver (contributor); Schoenmakers, John (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
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Implied savings accounts are unique
Döberlein, Frank; Schweizer, Martin; Stricker, Christophe - In: Finance and stochastics 4 (2000) 4, pp. 431-442
Persistent link: https://www.econbiz.de/10001539196