Digital Library
Close Browse articles from a journal
 
Search for with title:
ABCDEFGHIJKLMNOPQRSTUVWXYZ

     Journal description
       All volumes of the corresponding journal
         All issues of the corresponding volume
                                       All articles of the corresponding issues
 
                             8 results found
no title author magazine year volume issue page(s) type
1 A deterministic–shift extension of analytically–tractable and time–homogeneous short–rate models Brigo, Damiano
 2001
 5 3 p. 369-387
 article
2 A general characterization of one factor affine term structure models Filipović, Damir
 2001
 5 3 p. 389-412
 article
3 A note on calculating the optimal risky portfolio Tütüncü, Reha H.
 2001
 5 3 p. 413-417
 article
4 Arbitrage and investment opportunities Jouini, Elyès
 2001
 5 3 p. 305-325
 article
5 Discrete time hedging errors for options with irregular payoffs Gobet, Emmanuel
 2001
 5 3 p. 357-367
 article
6 Fractional Brownian motion, random walks and binary market models Sottinen, Tommi
 2001
 5 3 p. 343-355
 article
7 Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach Benth, Fred Espen
 2001
 5 3 p. 275-303
 article
8 The numeraire portfolio for unbounded semimartingales Becherer, Dirk
 2001
 5 3 p. 327-341
 article
                             8 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands