• case-insensitive prefix search: default
  e.g., sig matches "SIGIR" as well as "signal"
• exact word search: append dollar sign ($) to word
  e.g., graph$ matches "graph", but not "graphics"
• boolean and: separate words by space
  e.g., codd model
• boolean or: connect words by pipe symbol (|)
  e.g., graph|network

Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.

found 15 matches

• 1997
• 
  Tomas Björk, Giovanni B. Di Masi, Yuri Kabanov, Wolfgang J. Runggaldier:
  Towards a general theory of bond markets. Finance Stochastics 1(2): 141-174 (1997)
• 
  Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker:
  Weighted norm inequalities and hedging in incomplete markets. Finance Stochastics 1(3): 181-227 (1997)
• 
  Ernst Eberlein, Jean Jacod:
  On the range of options prices. Finance Stochastics 1(2): 131-140 (1997)
• 
  Robert J. Elliott, John van der Hoek:
  An application of hidden Markov models to asset allocation problems. Finance Stochastics 1(3): 229-238 (1997)
• 
  Beniamin Goldys:
  A note on pricing interest rate derivatives when forward LIBOR rates are lognormal. Finance Stochastics 1(4): 345-352 (1997)
• 
  Dominique M. Guillaume, Michel M. Dacorogna, Rakhal R. Davé, Ulrich A. Müller, Richard B. Olsen, Olivier V. Pictet:
  From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets. Finance Stochastics 1(2): 95-129 (1997)
• 
  Farshid Jamshidian:
  LIBOR and swap market models and measures. Finance Stochastics 1(4): 293-330 (1997)
• 
  Yuri M. Kabanov, Mher M. Safarian:
  On Leland's strategy of option pricing with transactions costs. Finance Stochastics 1(3): 239-250 (1997)
• 
  Marek Musiela, Marek Rutkowski:
  Continuous-time term structure models: Forward measure approach. Finance Stochastics 1(4): 261-291 (1997)
• 
  Sven Rady:
  Option pricing in the presence of natural boundaries and a quadratic diffusion term. Finance Stochastics 1(4): 331-344 (1997)
• 
  Tina Hviid Rydberg:
  A note on the existence of unique equivalent martingale measures in a Markovian setting. Finance Stochastics 1(3): 251-257 (1997)
• 1996
• 
  Fridrik M. Baldursson, Ioannis Karatzas:
  Irreversible investment and industry equilibrium. Finance Stochastics 1(1): 69-89 (1996)
• 
  Bo Martin Bibby, Michael Malmros Sørensen:
  A hyperbolic diffusion model for stock prices. Finance Stochastics 1(1): 25-41 (1996)
• 
  Farshid Jamshidian, Yu Zhu:
  Scenario Simulation: Theory and methodology. Finance Stochastics 1(1): 43-67 (1996)
• 
  Wolfgang M. Schmidt:
  On a general class of one-factor models for the term structure of interest rates. Finance Stochastics 1(1): 3-24 (1996)