Yor, Marc On some exponential-integral functionals of Bessel processes. (English) Zbl 0884.90056 Math. Finance 3, No. 2, 231-240 (1993). MSC: 91B28 PDFBibTeX XMLCite \textit{M. Yor}, Math. Finance 3, No. 2, 231--240 (1993; Zbl 0884.90056) Full Text: DOI
Schachermayer, Walter A counterexample of several problems in the theory of asset pricing. (English) Zbl 0884.90050 Math. Finance 3, No. 2, 217-229 (1993). MSC: 91B28 PDFBibTeX XMLCite \textit{W. Schachermayer}, Math. Finance 3, No. 2, 217--229 (1993; Zbl 0884.90050) Full Text: DOI
Sandmann, Klaus The pricing of options with an uncertain interest rate: A discrete-time approach. (English) Zbl 0884.90048 Math. Finance 3, No. 2, 201-216 (1993). MSC: 91B28 93C55 PDFBibTeX XMLCite \textit{K. Sandmann}, Math. Finance 3, No. 2, 201--216 (1993; Zbl 0884.90048) Full Text: DOI
Mercurio, Fabio; Runggaldier, Wolfgang J. Option pricing for jump diffusions: approximations and their interpretation. (English) Zbl 0884.90043 Math. Finance 3, No. 2, 191-200 (1993). MSC: 91G60 PDFBibTeX XMLCite \textit{F. Mercurio} and \textit{W. J. Runggaldier}, Math. Finance 3, No. 2, 191--200 (1993; Zbl 0884.90043) Full Text: DOI
Lamberton, Damien Convergence of the critical price in the approximation of American options. (English) Zbl 0884.90040 Math. Finance 3, No. 2, 179-190 (1993). MSC: 91B28 91B24 PDFBibTeX XMLCite \textit{D. Lamberton}, Math. Finance 3, No. 2, 179--190 (1993; Zbl 0884.90040) Full Text: DOI
Jeanblanc-Picqué, Monique Impulse control method and exchange rate. (English) Zbl 0884.90034 Math. Finance 3, No. 2, 161-177 (1993). MSC: 91B28 93C95 PDFBibTeX XMLCite \textit{M. Jeanblanc-Picqué}, Math. Finance 3, No. 2, 161--177 (1993; Zbl 0884.90034) Full Text: DOI
Jamshidian, Farshid Option and futures evaluation with deterministic volatilities. (English) Zbl 0884.90032 Math. Finance 3, No. 2, 149-159 (1993). MSC: 91G20 PDFBibTeX XMLCite \textit{F. Jamshidian}, Math. Finance 3, No. 2, 149--159 (1993; Zbl 0884.90032) Full Text: DOI
Duffie, Darrell; Zariphopoulou, Thaleia Optimal investment with undiversifiable income risk. (English) Zbl 0884.90062 Math. Finance 3, No. 2, 135-148 (1993). MSC: 91G10 93C95 49L25 PDFBibTeX XMLCite \textit{D. Duffie} and \textit{T. Zariphopoulou}, Math. Finance 3, No. 2, 135--148 (1993; Zbl 0884.90062) Full Text: DOI
Delbaen, Freddy Consols in the CIR model. (English) Zbl 0884.90023 Math. Finance 3, No. 2, 125-134 (1993). MSC: 91B28 PDFBibTeX XMLCite \textit{F. Delbaen}, Math. Finance 3, No. 2, 125--134 (1993; Zbl 0884.90023) Full Text: DOI
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter From discrete to continuous financial models: new convergence results for option pricing. (English) Zbl 0884.90022 Math. Finance 3, No. 2, 101-123 (1993). MSC: 91G10 PDFBibTeX XMLCite \textit{N. J. Cutland} et al., Math. Finance 3, No. 2, 101--123 (1993; Zbl 0884.90022) Full Text: DOI
Chesney, Marc; Elliott, Robert J.; Madan, Dilip; Yang, Hailiang Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying. (English) Zbl 0884.90018 Math. Finance 3, No. 2, 85-99 (1993). MSC: 91B28 91B82 PDFBibTeX XMLCite \textit{M. Chesney} et al., Math. Finance 3, No. 2, 85--99 (1993; Zbl 0884.90018) Full Text: DOI
Aase, Knut K. A jump/diffusion consumption-based capital asset pricing model and the equity premium puzzle. (English) Zbl 0884.90010 Math. Finance 3, No. 2, 65-84 (1993). MSC: 91B28 91B24 91B50 PDFBibTeX XMLCite \textit{K. K. Aase}, Math. Finance 3, No. 2, 65--84 (1993; Zbl 0884.90010) Full Text: DOI