Pages that link to "Item:Q5216742"
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The following pages link to Arbitrage Theory in Continuous Time (Q5216742):
Displaying 9 items.
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
- Discount models (Q6074009) (← links)
- Asset pricing with dynamically inconsistent agents (Q6074012) (← links)
- A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Q6152711) (← links)
- On the fundamental solution for degenerate Kolmogorov equations with rough coefficients (Q6156214) (← links)
