A Robust Fundamental Theorem of Asset Pricing with Discrete Martingale Measures
Year of publication: |
2015
|
---|---|
Authors: | Ibraimi, Meriton |
Other Persons: | Leippold, Markus (contributor) ; Stang, Felix (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Martingal | Martingale | CAPM | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 8, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2507328 [DOI] |
Classification: | G12 - Asset Pricing ; D53 - Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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