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Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.; Perraudin, William R. M.; Sørensen, Bent E. - 1992
Persistent link: https://www.econbiz.de/10000838347
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Price adjustment delays in the secondary market for developing country debt and the estimation of asset pricing models
Demirors, Umran; Johnson, Ronald - 1992
Persistent link: https://www.econbiz.de/10000838399
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The world price of exchange rate risk
Dumas, Bernard; Solnik, Bruno - 1992
Persistent link: https://www.econbiz.de/10000838416
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The pricing of default-free interest rate cap, floor and collar agreements
Briys, Eric; Crouhy, Michel; Schöbel, Rainer - 1992
Persistent link: https://www.econbiz.de/10000838418
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Opciones y valoración de instrumentos financieros
Fernández, Pablo - 1991
Persistent link: https://www.econbiz.de/10000838640
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Untersuchungen zur dynamischen Struktur des Wiener Aktienmarkts
Rünstler, Gerhard - 1992
Persistent link: https://www.econbiz.de/10000838938
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No arbitrage pricing and the term structure of interest rates
Gustavsson, Thomas - 1992
Persistent link: https://www.econbiz.de/10000839679
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Three essays on nonlinearity in economics
Paek, Ŭng-gi - 1988
Persistent link: https://www.econbiz.de/10000840185
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On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert - 1992
Persistent link: https://www.econbiz.de/10000840393
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Liquidity constraints in economies with aggregate fluctuations : a quantitative exploration
Díaz-Giménez, Javier; Prescott, Edward C. - 1991
Persistent link: https://www.econbiz.de/10000840655