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isPartOf:"Working papers / Department of Economics, The Johns Hopkins University"
~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
~subject:"Theorie"
~type:"book"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Benchmark model with intensity based jumps
Platen, Eckhard
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2002
Persistent link: https://www.econbiz.de/10001732762
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Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali
(
contributor
);
Sun, Yeneng
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717074
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3
Exact arbitrage and portfolio analysis in large asset markets
Khan, Ali
(
contributor
);
Sun, Yeneng
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717078
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4
Arbitrage in continuous complete markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001732810
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5
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
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6
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619270
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7
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619289
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