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Year of publication
Subject
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Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 CAPM 1 Option pricing theory 1 Optionspreistheorie 1
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Undetermined 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Müller, Sigrid 1
Published in...
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Lecture Note in Economics and Mathematical Systems 1 Lecture Notes in Economics and Mathematical Systems 1
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ECONIS (ZBW) 1
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Arbitrage Pricing of Contingent Claims
Müller, Sigrid - 1985
1 Introduction -- 2 The Valuation of Contingent Claims: A Survey -- 3 Existence of Consistent Price Systems -- 3.1 The basic model -- 3.2 Arbitrage and equivalent martingale measures -- 3.3 Examples -- 4 The Continuous-time Trading Model -- 4.1 Continuous-time self-financing trading strategies...
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