CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH
From MaRDI portal
Publication:3608734
DOI10.1111/j.1467-9965.2008.00356.xzbMath1155.91382OpenAlexW2134372777MaRDI QIDQ3608734
Eckhard Platen, Damir Filipović
Publication date: 6 March 2009
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://www.uts.edu.au/sites/default/files/qfr-archive-02/QFR-rp189.pdf
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling ⋮ Ramsey rule with forward/backward utility for long-term yield curves modeling ⋮ Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR ⋮ A stochastic control perspective on term structure models with roll-over risk ⋮ APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES
Cites Work
This page was built for publication: CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH
