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Arbitrage pricing theory in ergodic markets
Frahm, Gabriel - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
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Pricing and valuation under the real-world measure
Frahm, Gabriel - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
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The fundamental theorems of asset pricing and the closed-end fund puzzle
Frahm, Gabriel; Jonen, Alexander; Schüssler, Rainer - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-31
Persistent link: https://www.econbiz.de/10012153033