|
|
EconStor >
Search Results
Results 111-120 of 187.
Item hits:
| Date | Title |
Authors |
| 2002 | On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria | Evstigneev, Igor V. / Schürger, Klaus / Taksar, Michael I. |
| 2011 | The dependence structure between carbon emission allowances and financial markets: A copula analysis | Gronwald, Marc / Ketterer, Janina / Trück, Stefan |
| 2005 | Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten | Mahayni, Antje / Suchanecki, Michael |
| 2005 | Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging Strategies | Chen, An |
| 2006 | Default Risk, Bankruptcy Procedures and the Market Value of Life Insurance Liabilities | Chen, An / Suchanecki, Michael |
| 2009 | Credit dynamics in a first passage time model with jumps | Packham, Natalie / Schlögl, Lutz / Schmidt, Wolfgang M. |
| 2009 | Credit gap risk in a first passage time model with jumps | Packham, Natalie / Schlögl, Lutz / Schmidt, Wolfgang M. |
| 2008 | A semiparametric factor model for electricity forward | Borak, Szymon / Weron, Rafał |
| 2008 | Are options on index futures profitable for risk averse investors? Empirical evidence | Jackwerth, Jens Carsten / Constantinides, George M. / Czerwonko, Michal / Perrakis, Stelios |
| 2008 | A partially linear approach to modelling the dynamics of spot and futures prices | Gaul, Jürgen / Theissen, Erik |
Back
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
Next
|