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person:"Cornet, Bernard"
~person:"Fontana, Claudio"
~person:"Rothschild, Michael"
~person:"Rudebusch, Glenn D."
~person:"Schürger, Klaus"
~subject:"Martingal"
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Search: subject_exact:"Arbitrage pricing theory"
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Martingal
Arbitrage Pricing
34
Arbitrage pricing
34
Theorie
32
Theory
32
Yield curve
16
Zinsstruktur
16
Portfolio selection
11
Portfolio-Management
11
CAPM
8
Central bank
7
Zentralbank
7
Capital income
6
Forecast
6
Kapitaleinkommen
6
Prognose
6
Arbitrage
5
Martingale
5
Incomplete market
4
Unvollkommener Markt
4
Anleihe
3
Bond
3
Financial market
3
Finanzmarkt
3
Preis
3
Price
3
Allgemeines Gleichgewicht
2
Asymmetric information
2
Asymmetrische Information
2
Control theory
2
General equilibrium
2
Information value
2
Informationswert
2
Kontrolltheorie
2
Option pricing theory
2
Optionspreistheorie
2
Arbitrage of the first kind
1
Enlargement of filtration
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Handelshemmnisse
1
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English
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Cornet, Bernard
Fontana, Claudio
Rothschild, Michael
Rudebusch, Glenn D.
Schürger, Klaus
Cassese, Gianluca
4
Kabanov, Jurij M.
4
Delbaen, Freddy
3
Kardaras, Constantinos
3
Schachermayer, Walter
3
Beißner, Patrick
2
Burzoni, Matteo
2
Criens, David
2
Evstigneev, Igor V.
2
Frittelli, Marco
2
Guasoni, Paolo
2
Leitner, Johannes
2
Lepinette, Emmanuel
2
Maggis, Marco
2
Obłój, Jan
2
Rásonyi, Miklós
2
Sayit, Hasanjan
2
Taksar, Michael I.
2
Valkeila, Esko
2
Bayraktar, Erhan
1
Bender, Christian
1
Biagini, Sara
1
Bin Li
1
Bouchard, Bruno
1
Brunner, Bernhard
1
Carr, Peter
1
Chau, Huy N.
1
Clark, Stephen A.
1
Clayton, Aubrey
1
Coffey, Brian
1
Cosso, Andrea
1
Dare, Wale
1
Davis, Mark H. A.
1
Denis, Emmanuel
1
Epps, Thomas W.
1
Fouque, Jean-Pierre
1
Heath, David
1
Hou, Zhaoxu
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Bonn Graduate School of Economics
2
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Bonn Econ Discussion Papers / BGSE
2
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
The value of informational arbitrage
Chau, Huy N.
;
Cosso, Andrea
;
Fontana, Claudio
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
Saved in:
2
Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
3
Maximal arbitrage
Schürger, Klaus
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825399
Saved in:
4
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
Saved in:
5
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
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