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The term structure of defaultable bond prices
Schönbucher, Philipp J. - 1996
Persistent link: https://www.econbiz.de/10000960002
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A filtered no arbitrage model for term structures from noisy data
Gombani, Andrea; Jaschke, Stefan R.; Runggaldier, … - Weierstraß-Institut für Angewandte Analysis und Stochastik - 2002
Persistent link: https://www.econbiz.de/10001802389
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Concentration on the nearby contract in futures markets : a simple stochastic model to explain the phenomenon
Bamberg, Günter; Dorfleitner, Gregor - 1998
Persistent link: https://www.econbiz.de/10013374661
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An experimental investigation of the option pricing approach
Abbink, Klaus - 1996
Persistent link: https://www.econbiz.de/10000986502
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Arbitrage am DAX-Futures-Markt unter Berücksichtigung von Steuern
Bamberg, Günter - 1992
Persistent link: https://www.econbiz.de/10000857581
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Seasonality in ex ante German stock index futures arbitrage : where do arbitrage profits in Germany come from?
Bamberg, Günter - 1994
Persistent link: https://www.econbiz.de/10013374625
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Market demand functions in the CAPM
Bottazzi, Jean-Marc; Hens, Thorsten; Löffler, András - 1995
Persistent link: https://www.econbiz.de/10000548309
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A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
Evstigneev, Igor V.; Schürger, Klaus - 1993 - (Final version)
Persistent link: https://www.econbiz.de/10000412432
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Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek; Sondermann, Dieter - 1993
Persistent link: https://www.econbiz.de/10000413907