The following pages link to Johannes Wissel (Q286000):
Displaying 8 items.
- Separation results for multi-product inventory hedging problems (Q286002) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- Some results on strong solutions of SDEs with applications to interest rate models (Q885261) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- When do creditors with heterogeneous beliefs agree to run? (Q2339117) (← links)
- TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS (Q3502126) (← links)
- Dynamic Leveraging–Deleveraging Games (Q5130486) (← links)
- Dynamic debt issuance with jumps (Q6146113) (← links)
