Ausgabe 1-2/2007
Inhalt (7 Artikel)
A Benchmark Approach to Portfolio Optimization under Partial Information
Eckhard Platen, Wolfgang J. Runggaldier
Analysing Yield Spread and Output Dynamics in an Endogenous Markov Switching Regression Framework
Ramaprasad Bhar, Shigeyuki Hamori
Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates
Katsushi Nakajima, Akira Maeda