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CAPM
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Sandmann, Klaus
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Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
454
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
44
Centre for Analytical Finance <Århus>
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
International Monetary Fund (IMF)
21
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19
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EconWPA
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Svenska Handelshögskolan <Helsinki>
14
Center for Economic Research <Tilburg>
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Institute of Finance and Accounting <London>
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Federal Reserve Bank of St. Louis
11
Springer Fachmedien Wiesbaden
10
Erasmus Research Institute of Management
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
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8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
University of Chicago / Center for Research in Security Prices
8
C.E.P.R. Discussion Papers
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
7
Institut for Finansiering <Frederiksberg>
7
Bonn Graduate School of Economics
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
University of Bonn, Germany
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
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5
Cowles Foundation for Research in Economics, Yale University
5
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5
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ECONIS (ZBW)
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1
Martingale
densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
Saved in:
2
Option hedging for semimartingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757518
Saved in:
3
The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus
-
1989
Persistent link: https://www.econbiz.de/10013276566
Saved in:
4
P-energy 0 and orthogonality of martingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757513
Saved in:
5
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
6
Non-existence and inefficiency of equilibria with American options and convertible bonds
Kahn, Charles M.
;
Krasa, Stefan
-
1990
Persistent link: https://www.econbiz.de/10000789285
Saved in:
7
Noninformative rational expectations equilibria when assets are nominal : an example
Mischel, K.
;
Polemarchakis, Heraklis M.
;
Siconolfi, Paolo
-
1989
Persistent link: https://www.econbiz.de/10000774569
Saved in:
8
Asset pricing and observability
Dutta, Jayasri
;
Polemarchakis, Heraklis M.
-
1989
Persistent link: https://www.econbiz.de/10000774587
Saved in:
9
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
10
The risk of financial assets and the volatility of their equilibrium prices when agents have non-time-separable preferences
Drees, Burkhard
;
Eckwert, Bernhard
-
1990
Persistent link: https://www.econbiz.de/10000789283
Saved in:
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