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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
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International journal of theoretical and applied finance
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1
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
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2
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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3
Worst-case portfolio optimization in a market with bubbles
Belak, Christoph
;
Christensen, Sören
;
Menkens, Olaf
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011454368
Saved in:
4
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
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5
Inner market as a "black box" of parameters for the entire market
Belenkiy, Ari
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 531-540
Persistent link: https://www.econbiz.de/10001687145
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6
Proceedings of the Conference on "Application of Physics in Financial Analysis" : held in Dublin (15 - 17 July 1999) ; special issue
Bouchaud, Jean-Philippe
(
contributor
); …
-
Conference on Applications of Physics in Financial …
-
2000
Persistent link: https://www.econbiz.de/10001522879
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7
A note on the risk-premium process in an equilibrium
Sekine, Jun
- In:
International journal of theoretical and applied finance
11
(
2008
)
7
,
pp. 705-716
Persistent link: https://www.econbiz.de/10003791851
Saved in:
8
A finite-dimensional HJM model : how important is arbitrage-free evolution?
Devin, Siobhán
;
Hanzon, Bernard
;
Ribarits, Thomas
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164
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9
A continuous time approximation of an evolutionary stock market model
Buchmann, Boris
;
Weber, Stefan
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1229-1253
Persistent link: https://www.econbiz.de/10003632068
Saved in:
10
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
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