EconStor >

Search Results

 
for  

Results 171-180 of 887.


Item hits:

DateTitle Authors
2001 Default compensator, incomplete information, and the term structure of credit spreadsGiesecke, Kay
1997 Optional decomposition and lagrange multipliersFöllmer, Hans / Kabanov, Jurij M.
1997 A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holdsRiedel, Frank
2003 Implied volatility string dynamicsFengler, Matthias R. / Härdle, Wolfgang / Mammen, Enno
2011 Modellierung von ZinsstrukturkurvenHewicker, Harald / Cremers, Heinz
2004 Die Anwendbarkeit der Behavioral Finance im DevisenmarktHeidorn, Thomas / Siragusano, Tindaro
2005 Signalling effects of a large player in a global game of creditor coordinationSchüle, Tobias / Stadler, Manfred
2006 An overreaction implementation of the coherent market hypothesis and option pricingSchöbel, Rainer / Veith, Jochen
2001 How do investors' expectations drive asset prices?Lüders, Erik / Peisl, Bernhard
2001 Accounting for stock-based compensation: an extended clean surplus relationHess, Dieter E. / Lüders, Erik

Back 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 Next