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Arbitrage pricing of contingent claims

Müller, Sigrid M. - 1985

Persistent link: https://www.econbiz.de/10013277999

Arbitrage pricing of contingent claims

Müller, Sigrid - 1985

Persistent link: https://www.econbiz.de/10004617663

ECU interest rates and ECU basket adjustments : an arbitrage pricing approach

Klein, Martin; Müller, Sigrid M. - 1990

Persistent link: https://www.econbiz.de/10000798837

ECU interest rates and ECU basket adjustments : an arbitrage pricing approach

Klein, Martin - 1989

Persistent link: https://www.econbiz.de/10000764767

ECU-Finanztitel : Bewertung und Hedge-Eigenschaften

Müller, Sigrid M. - In: Monetäre Konfliktfelder der Weltwirtschaft : in …, (pp. 335-349). 1991

Persistent link: https://www.econbiz.de/10001311348

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...

Persistent link: https://www.econbiz.de/10013518765