- A COMPUTATIONAL APPROACH TO THE FUNDAMENTAL THEOREM OF ASSET PRICING IN A SINGLE-PERIOD MARKET.
Year of publication: |
1999-12
|
---|---|
Authors: | Falcó, Antonio ; Rubia, Antonio ; Acedo, F. ; Benito, Francis ; Torres, J. |
Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
Subject: | Asset Pricing | Arbitrage | Mathematical Finance |
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