Baldeaux, Jan; Fung, Man Chung; Ignatieva, Katja; Platen, Eckhard A hybrid model for pricing and hedging of long-dated bonds. (English) Zbl 1396.91777 Appl. Math. Finance 22, No. 3-4, 366-398 (2015). MSC: 91G30 91G10 91G20 PDF BibTeX XML Cite \textit{J. Baldeaux} et al., Appl. Math. Finance 22, No. 3--4, 366--398 (2015; Zbl 1396.91777) Full Text: DOI
Baldeaux, Jan; Ignatieva, Katja; Platen, Eckhard A tractable model for indices approximating the growth optimal portfolio. (English) Zbl 1283.91198 Stud. Nonlinear Dyn. Econom. 18, No. 1, 1-21 (2014). MSC: 91G70 91G10 62G07 91G20 PDF BibTeX XML Cite \textit{J. Baldeaux} et al., Stud. Nonlinear Dyn. Econom. 18, No. 1, 1--21 (2014; Zbl 1283.91198) Full Text: DOI