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Two essays on general equilibrium foundation of finance
Siwik, Thomas - 2002
Persistent link: https://www.econbiz.de/10001686174
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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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A note on conditional arbitrage-free maximum entropy densities for simulative option pricing
Herrmann, Klaus - 2009
densities using the principle of maximum entropy. For the case of identically and independently distributed returns, we easily … derivation of option prices. -- Maximum Entropy density ; No Arbitrage Condition …
Persistent link: https://www.econbiz.de/10003903704
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Probabilistic aspects of arbitrage
Fernholz, Daniel; Karatzas, Ioannis - In: Contemporary quantitative finance : essays in honour of …, (pp. 1-17). 2010
Persistent link: https://www.econbiz.de/10008749323
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Bewertung nicht redundanter Finanzderivate mittels Entropie und Cross-Entropie
Branger, Nicole - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001653604
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Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan - 2019
Persistent link: https://www.econbiz.de/10012126157
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Balance, growth and diversity of financial markets
Kardaras, Constantinos - In: Annals of finance 4 (2008) 3, pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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The benefits and risks of virtual bidding in multi-settlement markets
Isemonger, Alan G. - In: The electricity journal 19 (2006) 9, pp. 26-36
Persistent link: https://www.econbiz.de/10003424825
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The interrelation of prices, ratings and models in credit default swap and equity markets
Imbierowicz, Björn - 2009
Persistent link: https://www.econbiz.de/10003916627