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Coherent price systems and uncertainty-neutral valuation : conference paper

Beißner, Patrick - 2013 - This version: 28 February, 2013

equivalent martingale measure is a folk theorem, see Harrison and Kreps (1979). We establish a microeconomic foundation of … martingale measure sets, in a dynamic trading framework under absence of prior depending arbitrage. We prove the existence of …

Persistent link: https://www.econbiz.de/10010338399

Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996

Biais, Bruno (contributor); … - 1997

Persistent link: https://www.econbiz.de/10000954868

Financial risk and derivatives : a special issue of the Geneva papers on risk and insurance theory

Loubergé, Henri (contributor); … - 1996 - 2. print

Persistent link: https://www.econbiz.de/10000960176

Computational finance 1999 : selection of papers presented at Computational Finance '99 at the Stern School of Business, New York University, in January 1999

Abu-Mostafa, Yaser S. (ed.) - 2000

Persistent link: https://www.econbiz.de/10001387916

Special issue on insurance and financial risk management

Loubergé, Henri (contributor); … - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 5-141

Persistent link: https://www.econbiz.de/10001210083

Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...

Runggaldier, Wolfgang J. (contributor) - 1992

Persistent link: https://www.econbiz.de/10000895003

The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper

Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014

The asset value of government has traditionally been seen as the accounting value of public assets. We develop a detailed financial economics view on sovereign asset values using market measures to arrive at implied sovereign asset values. We establish definition and dependencies within the...

Persistent link: https://www.econbiz.de/10010486036

Mathematical finance

Kohlmann, Michael (ed.); Tang, Shanjian (contributor) - 2001

Persistent link: https://www.econbiz.de/10001563491

Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000

Geman, Hélyette (contributor); Madan, Dilip B. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001597059

Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011

Takahashi, Akihiko (contributor) - 2012

Persistent link: https://www.econbiz.de/10009566646

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