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Essays on derivatives pricing and dynamic asset allocation
Trolle, Anders B. - 2007 - 1. ed.
Persistent link: https://www.econbiz.de/10003528507
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Arbitrage, the limit order book and market microstructure aspects in financial market models
Osterrieder, Jörg Robert (contributor) - 2007
Persistent link: https://www.econbiz.de/10003645222
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An arbitrage perspective of the purpose and structure of financial markets
Dubil, Robert - 2008
Persistent link: https://www.econbiz.de/10003763467
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The economics of financial markets
Bailey, Roy E. - 2005 - 1. publ.
Persistent link: https://www.econbiz.de/10002166143
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Survival, Arbitrage, and Equilibrium with Financial Derivatives in Constrained Asset Markets
Hahn, Guangsug - 2012
Survival conditions ensure the presence of consumptions that cost less than the total contingent income of agents in general equilibrium models. These conditions are generally fulfilled in competitive equilibrium. This paper shows the existence of equilibrium for incomplete-market economies...
Persistent link: https://www.econbiz.de/10013097342
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Survival, arbitrage, and equilibrium with financial derivatives in constrained asset markets
Hahn, Guangsug; Won, Dongchul - In: Seoul journal of economics 25 (2012) 4, pp. 441-461
Persistent link: https://www.econbiz.de/10010219956
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Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Finance and stochastics 14 (2010) 4, pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
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Managing derivatives in the presence of a smile effect and incomplete information
Bellalah, Mondher - In: Risk management and value : valuation and asset price, (pp. 1-10). 2008
Persistent link: https://www.econbiz.de/10003686148
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Accounting transparency and the term structure of credit default swap spreads
Bajlum, Claus (contributor); Tind Larsen, Peter (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538822
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Futures market contracting : when you don't know who the optimists are
Harstad, Ronald M. - In: Understanding strategic interaction : essays in honor …, (pp. 63-78). 1996
Persistent link: https://www.econbiz.de/10001293564