A simple counterexample to several problems in the theory of asset pricing
Year of publication: |
1998
|
---|---|
Authors: | Delbaen, Freddy |
Other Persons: | Schachermayer, Walter (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 8.1998, 1, p. 1-11
|
Subject: | Martingales | CAPM | Unvollkommener Markt | Incomplete market | Theorie | Theory |
-
Best-estimates in bond markets with reinvestment risk
MacKay, Anne, (2015)
-
On the order form of the fundamental theorems of asset pricing
Kountzakis, Christos E., (2014)
-
Du, Ke, (2016)
- More ...
-
The fundamental theorem of asset pricing for unbounded stochastic processes
Delbaen, Freddy, (1999)
-
Delbaen, Freddy, (2008)
-
Delbaen, Freddy, (2006)
- More ...