A remark on the set of arbitrage-free prices in a multi-period model
Year of publication: |
2013
|
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Authors: | Cornet, Bernard ; Ranjan, Abhishek |
Published in: |
International journal of economic theory. - Richmond, Vic. : Wiley Publishing Asia, ISSN 1742-7355, ZDB-ID 2206587-8. - Vol. 9.2013, 1, p. 35-43
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Subject: | Theorie | Theory | CAPM |
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