Browsing All of EconStor by Author Landén, Camilla
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2000 | On the construction of finite dimensional realizations for nonlinear forward rate models | Björk, Tomas; Landén, Camilla |
2000 | On the term structure of futures and forward prices | Björk, Tomas; Landén, Camilla |
2002 | Finite dimensional Markovian realizations for stochastic volatility forward rate models | Björk, Tomas; Landén, Camilla; Svensson, Lars |
2005 | On finite dimensional realizations for the term structure of futures prices | Björk, Tomas; Blix, Magnus; Landén, Camilla |
2010 | Optimal investment under partial information | Björk, Tomas; Davis, Mark H. A.; Landén, Camilla |