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@article{DBLP:journals/fs/BjorkMKR97,
  author       = {Tomas Bj{\"{o}}rk and
                  Giovanni B. Di Masi and
                  Yuri Kabanov and
                  Wolfgang J. Runggaldier},
  title        = {Towards a general theory of bond markets},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {2},
  pages        = {141--174},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050020},
  doi          = {10.1007/S007800050020},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/BjorkMKR97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DelbaenMSSS97,
  author       = {Freddy Delbaen and
                  Pascale Monat and
                  Walter Schachermayer and
                  Martin Schweizer and
                  Christophe Stricker},
  title        = {Weighted norm inequalities and hedging in incomplete markets},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {3},
  pages        = {181--227},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050021},
  doi          = {10.1007/S007800050021},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DelbaenMSSS97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/EberleinJ97,
  author       = {Ernst Eberlein and
                  Jean Jacod},
  title        = {On the range of options prices},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {2},
  pages        = {131--140},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050019},
  doi          = {10.1007/S007800050019},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/EberleinJ97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/ElliottH97,
  author       = {Robert J. Elliott and
                  John van der Hoek},
  title        = {An application of hidden Markov models to asset allocation problems},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {3},
  pages        = {229--238},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050022},
  doi          = {10.1007/S007800050022},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/ElliottH97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Goldys97,
  author       = {Beniamin Goldys},
  title        = {A note on pricing interest rate derivatives when forward {LIBOR} rates
                  are lognormal},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {4},
  pages        = {345--352},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050028},
  doi          = {10.1007/S007800050028},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Goldys97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/GuillaumeDDMOP97,
  author       = {Dominique M. Guillaume and
                  Michel M. Dacorogna and
                  Rakhal R. Dav{\'{e}} and
                  Ulrich A. M{\"{u}}ller and
                  Richard B. Olsen and
                  Olivier V. Pictet},
  title        = {From the bird's eye to the microscope: {A} survey of new stylized
                  facts of the intra-daily foreign exchange markets},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {2},
  pages        = {95--129},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050018},
  doi          = {10.1007/S007800050018},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/GuillaumeDDMOP97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Jamshidian97,
  author       = {Farshid Jamshidian},
  title        = {{LIBOR} and swap market models and measures},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {4},
  pages        = {293--330},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050026},
  doi          = {10.1007/S007800050026},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Jamshidian97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/KabanovS97,
  author       = {Yuri M. Kabanov and
                  Mher M. Safarian},
  title        = {On Leland's strategy of option pricing with transactions costs},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {3},
  pages        = {239--250},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050023},
  doi          = {10.1007/S007800050023},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/KabanovS97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/MusielaR97,
  author       = {Marek Musiela and
                  Marek Rutkowski},
  title        = {Continuous-time term structure models: Forward measure approach},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {4},
  pages        = {261--291},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050025},
  doi          = {10.1007/S007800050025},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/MusielaR97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Rady97,
  author       = {Sven Rady},
  title        = {Option pricing in the presence of natural boundaries and a quadratic
                  diffusion term},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {4},
  pages        = {331--344},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050027},
  doi          = {10.1007/S007800050027},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Rady97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Rydberg97,
  author       = {Tina Hviid Rydberg},
  title        = {A note on the existence of unique equivalent martingale measures in
                  a Markovian setting},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {3},
  pages        = {251--257},
  year         = {1997},
  url          = {https://doi.org/10.1007/s007800050024},
  doi          = {10.1007/S007800050024},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Rydberg97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/BaldurssonK96,
  author       = {Fridrik M. Baldursson and
                  Ioannis Karatzas},
  title        = {Irreversible investment and industry equilibrium},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {1},
  pages        = {69--89},
  year         = {1996},
  url          = {https://doi.org/10.1007/s007800050017},
  doi          = {10.1007/S007800050017},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/BaldurssonK96.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/BibbyS96,
  author       = {Bo Martin Bibby and
                  Michael Malmros S{\o}rensen},
  title        = {A hyperbolic diffusion model for stock prices},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {1},
  pages        = {25--41},
  year         = {1996},
  url          = {https://doi.org/10.1007/s007800050015},
  doi          = {10.1007/S007800050015},
  timestamp    = {Sat, 04 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fs/BibbyS96.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JamshidianZ96,
  author       = {Farshid Jamshidian and
                  Yu Zhu},
  title        = {Scenario Simulation: Theory and methodology},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {1},
  pages        = {43--67},
  year         = {1996},
  url          = {https://doi.org/10.1007/s007800050016},
  doi          = {10.1007/S007800050016},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/JamshidianZ96.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Schmidt96,
  author       = {Wolfgang M. Schmidt},
  title        = {On a general class of one-factor models for the term structure of
                  interest rates},
  journal      = {Finance Stochastics},
  volume       = {1},
  number       = {1},
  pages        = {3--24},
  year         = {1996},
  url          = {https://doi.org/10.1007/s007800050014},
  doi          = {10.1007/S007800050014},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Schmidt96.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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