- Michael Magill
- Martine Quinzii
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- Robert Jarrow, 2010. "Convenience yields," Review of Derivatives Research, Springer, vol. 13(1), pages 25-43, April.
- Suleyman Basak & Georgy Chabakauri, 2010. "Dynamic Mean-Variance Asset Allocation," Review of Financial Studies, Society for Financial Studies, vol. 23(8), pages 2970-3016, August.
- Eva Carceles-Poveda, 2009.
"Asset Prices and Business Cycles under Market Incompleteness,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 405-422, July.
- Eva Carceles-Poveda, 2008. "Code and data files for "Asset Prices and Business Cycles under Market Incompleteness"," Computer Codes 05-114, Review of Economic Dynamics.
- Colino, Jesús P., 2008. "Weak convergence in credit risk," DES - Working Papers. Statistics and Econometrics. WS ws085518, Universidad Carlos III de Madrid. Departamento de Estadística.
- Colino, Jesús P. & Nogales, Francisco J. & Stute, Winfried, 2008. "LIBOR additive model calibration to swaptions markets," DES - Working Papers. Statistics and Econometrics. WS ws085619, Universidad Carlos III de Madrid. Departamento de Estadística.
- Robert Jarrow & Philip Protter, 2011. "Foreign currency bubbles," Review of Derivatives Research, Springer, vol. 14(1), pages 67-83, April.
- Unyong Pyo, 2011. "Minimax price bounds in incomplete markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(3), pages 274-295, July.
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KeywordsEconomics and Finance;
StatisticsAccess and download statistics
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