Finanzas with CDROM / Finance

Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

On the mathematics and economic assumptions of continuous-time models

Continuous -Time Finance (Macroeconomics and Finance)

On the Mathematics and Economic Assumptions of Continuous-Time Models

Theory of Rational Option Pricing

Analytic Derivation of the Efficient Portfolio Frontier

Optimality of a Competitive Stock Market

Worth the Risk

Landmark Papers in Derivatives

Handbook of Economics of Finance