Hilberink, Bianca; Rogers, L. C. G. Optimal capital structure and endogenous default. (English) Zbl 1002.91019 Finance Stoch. 6, No. 2, 237-263 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B28 PDF BibTeX XML Cite \textit{B. Hilberink} and \textit{L. C. G. Rogers}, Finance Stoch. 6, No. 2, 237--263 (2002; Zbl 1002.91019) Full Text: DOI OpenURL
Griffin, Philip S. The expectations hypothesis with non-negative rates. (English) Zbl 1002.91020 Finance Stoch. 6, No. 2, 265-271 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B28 PDF BibTeX XML Cite \textit{P. S. Griffin}, Finance Stoch. 6, No. 2, 265--271 (2002; Zbl 1002.91020) Full Text: DOI OpenURL
Frolova, Anna; Kabanov, Yuri; Pergamenshchikov, Serguei In the insurance business risky investments are dangerous. (English) Zbl 1002.91037 Finance Stoch. 6, No. 2, 227-235 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Frolova} et al., Finance Stoch. 6, No. 2, 227--235 (2002; Zbl 1002.91037) Full Text: DOI OpenURL
León, Jorge A.; Solé, Josep L.; Utzet, Frederic; Vives, Josep On Lévy processes, Malliavin calculus and market models with jumps. (English) Zbl 1005.60067 Finance Stoch. 6, No. 2, 197-225 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 60H07 91B28 PDF BibTeX XML Cite \textit{J. A. León} et al., Finance Stoch. 6, No. 2, 197--225 (2002; Zbl 1005.60067) Full Text: DOI OpenURL
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe Valuation of exotic options under shortselling constraints. (English) Zbl 1002.91021 Finance Stoch. 6, No. 2, 143-172 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 91G20 PDF BibTeX XML Cite \textit{U. Schmock} et al., Finance Stoch. 6, No. 2, 143--172 (2002; Zbl 1002.91021) Full Text: DOI OpenURL
Schlögl, Erik A multicurrency extension of the lognormal interest rate market models. (English) Zbl 1002.91018 Finance Stoch. 6, No. 2, 173-196 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B28 PDF BibTeX XML Cite \textit{E. Schlögl}, Finance Stoch. 6, No. 2, 173--196 (2002; Zbl 1002.91018) Full Text: DOI Link OpenURL