1![Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨ Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨](https://www.pdfsearch.io/img/6c495d8960b28130335e87d30b1c6840.jpg) | Add to Reading ListSource URL: www.ccfz.chLanguage: English - Date: 2013-11-25 09:44:49
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2![Risk Aversion Asymptotics for Power Utility Maximization Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: March 16, 2010. Risk Aversion Asymptotics for Power Utility Maximization Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: March 16, 2010.](https://www.pdfsearch.io/img/cb80a82dba354ffe7771ab631f282abf.jpg) | Add to Reading ListSource URL: www.math.columbia.eduLanguage: English - Date: 2011-07-12 11:27:12
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3![The Opportunity Process for Optimal Consumption and Investment with Power Utility Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: November 24, 2009. Thi The Opportunity Process for Optimal Consumption and Investment with Power Utility Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: November 24, 2009. Thi](https://www.pdfsearch.io/img/f925b85ffddb92ac5c54af39a457376b.jpg) | Add to Reading ListSource URL: www.math.columbia.eduLanguage: English - Date: 2011-07-12 11:25:17
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4![Deterministic criteria for the absence of arbitrage in diffusion models Aleksandar Mijatovi´c Department of Mathematics Imperial College London 6th World Congress of the Bachelier Finance Society Deterministic criteria for the absence of arbitrage in diffusion models Aleksandar Mijatovi´c Department of Mathematics Imperial College London 6th World Congress of the Bachelier Finance Society](https://www.pdfsearch.io/img/2abb50831cd51e85f644f737f0ba5680.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-20 11:39:37
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5![Weak and strong no-arbitrage conditions for continuous financial markets arXiv:1302.7192v2 [q-fin.PR] 14 May[removed]Claudio Fontana Weak and strong no-arbitrage conditions for continuous financial markets arXiv:1302.7192v2 [q-fin.PR] 14 May[removed]Claudio Fontana](https://www.pdfsearch.io/img/cf22b92afe9af6173eaa1a8d07a7fad2.jpg) | Add to Reading ListSource URL: arxiv.orgLanguage: English - Date: 2014-05-14 20:27:03
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6![Mathematical Finance, Vol. 7, No. 1 (January 1997), 95–105 ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION Mathematical Finance, Vol. 7, No. 1 (January 1997), 95–105 ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION](https://www.pdfsearch.io/img/906532f812498e9dfcd92ebef9b1953d.jpg) | Add to Reading ListSource URL: www.long-memory.comLanguage: English - Date: 2006-08-22 10:40:28
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7![](https://www.pdfsearch.io/img/fac0fdf7298ffaf1d6a9363d7eca8cda.jpg) | Add to Reading ListSource URL: www.ams.orgLanguage: English - Date: 2004-03-24 14:59:34
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