Volume 1, Issue 1 | Finance and Stochastics

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Volume 1, Issue 1

December 1996

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4 articles in this issue

On a general class of one-factor models for the term structure of interest rates
W.M. Schmidt
Pages: 3 - 24
A hyperbolic diffusion model for stock prices
Bo Martin Bibby
Michael Sørensen
Pages: 25 - 41
Scenario Simulation: Theory and methodology
Farshid Jamshidian
Yu Zhu
Pages: 43 - 67
Irreversible investment and industry equilibrium
Fridrik M. Baldursson
Ioannis Karatzas
Pages: 69 - 89