Author of the publication

Option pricing, interest rates and risk management

, , and (Eds.) Handbooks in mathematical finance Cambridge Univ. Press, Cambridge u.a., (2001)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Discounting and divergence of opinion., , and . J. Econ. Theory, 145 (2): 830-859 (2010)On Portfolio Choice with Savoring and Disappointment., , and . Manag. Sci., 60 (3): 796-804 (2014)Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy.. Manag. Sci., 69 (7): 4190-4209 (July 2023)Arbitrage and investment opportunities., and . Finance and Stochastics, 5 (3): 305-325 (2001)Convergence of the equilibrium prices in a family of financial models.. Finance and Stochastics, 7 (4): 491-507 (2003)On multivariate prudence., , and . J. Econ. Theory, 148 (3): 1255-1267 (2013)Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt, and . Journal of Economic Dynamics and Control, 30 (7): 1233--1260 (July 2006)Vector-valued coherent risk measures., , and . Finance and Stochastics, 8 (4): 531-552 (2004)Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience., , and . Manag. Sci., 54 (10): 1822-1826 (2008)Collective risk aversion., , and . Social Choice and Welfare, 40 (2): 411-437 (2013)