Brownian motion and the general diffusion : scale & clock
|
2002 |
McKean, Henry P. |
On the term structure of futures and forward prices
|
2002 |
Björk, Tomas |
Utility-based derivative pricing in incomplete markets
|
2002 |
Kallsen, Jan |
An autoregressive conditional binominal option pricing model
|
2002 |
Prigent, Jean-Luc |
Quickest detection problems in the technical analysis of the financial data
|
2002 |
Širjaev, Alʹbert N. |
Using the Hull and White two factor model in bank treasury risk management
|
2002 |
Elliott, Robert J. |
Pricing credit derivatives in credit classes frameworks
|
2002 |
Moraux, Franck |
Modern finance theory within one lifetime
|
2002 |
Samuelson, Paul Anthony |
Future possibilities in finance theory and finance practice
|
2002 |
Merton, Robert C. |
Rare events, large deviations
|
2002 |
Varadhan, S. R. S. |
The theory of good-deal pricing in financial markets
|
2002 |
Černý, Aleš |
Markov chains and the potential approach to modelling interest rates and exchange rates
|
2002 |
Rogers, Leonard C. G. |
Optimal investment in incomplete financial markets
|
2002 |
Schachermayer, Walter |
Evaluating investments in disruptive technologies
|
2002 |
Schwartz, Eduardo S. |
Spread option valuation and the fast Fourier transform
|
2002 |
Dempster, Michael A. H. |
The generalized hyperbolic model : financial derivatives and risk measures
|
2002 |
Eberlein, Ernst |
Theory and calibration of HJM with shape factors
|
2002 |
Roncoroni, Andrea |