From structural assumptions to a link between assets and interest rates (Q959749): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2005.12.006
@@ Property / DOI: 10.1016/j.jedc.2005.12.006 / rank @@
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@@ Property / author @@
+John G. M. Schoenmakers
@@ Property / author: John G. M. Schoenmakers / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2005.12.006
+Normal rank
@@ Property / OpenAlex ID @@
+W2081278398
@@ Property / OpenAlex ID: W2081278398 / rank @@
+Normal rank
@@ Property / cites work @@
+The numeraire portfolio for unbounded semimartingale
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING
+Normal rank
@@ Property / cites work @@
+LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS
+Normal rank
@@ Property / cites work @@
+Q4484762
@@ Property / cites work: Q4484762 / rank @@
+Normal rank
@@ Property / cites work @@
+LIBOR and swap market models and measures
@@ Property / cites work: LIBOR and swap market models and measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+A BENCHMARK APPROACH TO FINANCE
@@ Property / cites work: A BENCHMARK APPROACH TO FINANCE / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JEDC.2005.12.006
@@ Property / DOI: 10.1016/J.JEDC.2005.12.006 / rank @@
+Normal rank