Vasicek, Oldrich Alfons
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1

Modelos de la estructura de plazos de las tasas de interés:..:

Vasicek, Oldrich Alfons ; Venegas-Martínez, Francisco
Abril - Junio 2021; Revista Mexicana de Economía y Finanzas.  16 (2020)  2 - p. 1-28 , 2020
 
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Risk-neutral economy and zero price of risk:

Vasicek, Oldrich Alfons
Mathematics and Financial Economics.  8 (2013)  3 - p. 229-239 , 2013
 
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5

General equilibrium with heterogeneous participants and dis..:

Vasicek, Oldrich Alfons
Journal of Financial Economics.  108 (2013)  3 - p. 608-614 , 2013
 
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6

The Heath, Jarrow, Morton Model:

Vasicek, Oldrich Alfons
Economic Notes.  36 (2007)  3 - p. 205-207 , 2007
 
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7

The economics of interest rates:

Vasicek, Oldrich Alfons
Journal of Financial Economics.  76 (2005)  2 - p. 293-307 , 2005
 
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11

An inequality for the variance of waiting time under a gene..:

, In: Operations research / Institute for Operations Research and the Management Sciences
Vasicek, Oldrich Alfons. (1977)  5 - p. 879-884
Copies: Zentrale;
 
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12

A Conditional Law of Large Numbers:

Vasicek, Oldrich Alfonso
The Annals of Probability.  8 (1980)  1 - p. 142-147 , 1980
 
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13

A Multidimensional Framework for Risk Analysis:

, In: Finance, Economics and Mathematics,
Fong, Gifford ; Vasicek, Oldrich A. - p. 247-260 , 2015
 
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14

Monotone Measures of Ergodicity for Markov Chains:

, In: Finance, Economics and Mathematics,
Keilson, Julian ; Vasicek, Oldrich - p. 325-332 , 2015
 
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15

The Efficient Market Model:

, In: Finance, Economics and Mathematics,
Vasicek, Oldrich A. ; McQuown, John A. - p. 169-194 , 2015
 
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