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The arbitrage pricing theorem with non expected utility preferences
Kelsey, David - 1990
Persistent link: https://www.econbiz.de/10000129172
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The arbitrage pricing theorem with non expected utility preferences
Kelsey, David; Milne, Frank - 1992
Persistent link: https://www.econbiz.de/10000135930
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Interest rate arbitrage with differential arbitrage opportunities
Natsis, Trifon - 1992
Persistent link: https://www.econbiz.de/10000140355
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Continuous time international arbitrage pricing : theory and estimation
Perraudin, William R. M.; Sørensen, Bent E. - 1994
Persistent link: https://www.econbiz.de/10000147748
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Fixed-income arbitrage : analytical techniques and strategies
Wong, M. A. - 1993
Persistent link: https://www.econbiz.de/10000338732
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Arbitrage theory in continuous time
Björk, Tomas - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000656980
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The return generating models in global finance
Prakash, Arun J. (contributor) - 1999 - 1st ed
Persistent link: https://www.econbiz.de/10000660063
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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Macro trading and investment strategies : macroeconomic arbitrage in global markets
Burstein, Gabriel - 1999
Persistent link: https://www.econbiz.de/10000670859
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A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000671238