Arbitrage theory in continuous time
Year of publication: |
1998
|
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Authors: | Björk, Tomas |
Publisher: |
Oxford [u.a.] : Oxford University Press |
Subject: | Arbitrage-Pricing-Theorie | Derivat <Wertpapier> |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Arbitragetheorie bei vagen Erwartungen der Marktteilnehmer
Korolev, Konstantin, (1999)
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Arbitrage theory in continuous time
Björk, Tomas, (2004)
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Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco, (2000)
- More ...
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On finite dimensional realizations for the term structure of futures prices
Björk, Tomas, (2005)
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas, (2005)
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On the use of numeraires in option pricing
Benninga, Simon, (2001)
- More ...