Research graph
References from Computational Aspects of Complex Securities. Local targets link to admitted publications; unresolved targets remain external evidence.
Valuing corporate securities: some effects of bond indenture provisions
10.2307/2326607 · 1976 · External reference
Convex duality in constrained portfolio optimization
10.1214/aoap/1177005576 · 1992 · External reference
10.1515/9781400884179
10.1515/9781400884179 · External reference
Optimal saving and risk in continuous time
10.2307/2297082 · 1978 · External reference
Martingale conditions for optimal saving – discrete time
10.1016/0304-4068(78)90007-1 · 1978 · External reference
Conditions for optimality in the infinite horizon portfolio-cum-saving problem with semimartingale investments
10.1080/17442509008833610 · 1990 · External reference
Über die Auflösung linearer Gleichungen mit reelen Coefficienten
10.1007/bf01442864 · 1873 · External reference
An algebra for evaluating hedge portfolios
10.1016/0304-405x(76)90029-5 · 1976 · External reference
Linear programming and the theory of games
1951 · External reference
10.1007/978-94-009-5819-7
10.1007/978-94-009-5819-7 · External reference
Introduction to the option contract
1964 · External reference
Lifetime portfolio selection under uncertainty: the continuous-time case
10.2307/1926560 · 1969 · External reference
Optimum consumption and portfolio rules in a continuous-time model
10.1016/0022-0531(71)90038-x · 1971 · External reference
Theory of rational option pricing
10.2307/3003143 · 1973 · External reference
Unresolved reference
External reference
Rational theory of warrant pricing
1965 · External reference
Unresolved reference
External reference
Unresolved reference
External reference
Computational financial modelling
10.1016/s0165-1889(97)00027-4 · 1997 · External reference
