The Two Fundamental Theorems of Asset Pricing for a Class of Continuous Time Financial Markets
Year of publication: |
2014
|
---|---|
Authors: | Lyasoff, Andrew |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | CAPM | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 27, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2042855 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Diffusion-Based Models for Financial Markets Without Martingale Measures
Fontana, Claudio, (2015)
-
Nagaev, Alexander V., (2005)
-
The influence of heterogeneous preferences on asset prices in an incomplete market model
Niehaus, Frank, (2001)
- More ...
-
Incomplete-Market Equilibria Solved Recursively on anEvent Tree
Dumas, Bernard, (2008)
-
Lyasoff, Andrew, (2008)
-
Incomplete-market equilibria solved recursively on an event tree
Dumas, Bernard, (2008)
- More ...