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Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W. - 2009
Persistent link: https://www.econbiz.de/10003756274
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Modeling, pricing and risk management of power derivatives
Wilhelm, Martina (contributor) - 2007
Persistent link: https://www.econbiz.de/10003645214
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Competitive equilibrium with short-selling and nontransitive preferences
Hahn, Guangsug; Won, Dongchul - In: The Korean economic review 22 (2006) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10003738724
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The existence theorem of approximate multibeta representation for multifactor pricing models with unobservable omitted variables : a technical note
Jeng, Jau-Lian - In: Global finance journal 19 (2008) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10003742496
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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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Statistical arbitrage
Jacobsen, Brian - 2008
Persistent link: https://www.econbiz.de/10003764754
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A method of project selection based on capital asset pricing theories in a framework of mean-semideviation behavior
Jafarizadeh, Babak; Khorshid-Doust, Reza Ramazani - In: International journal of project management : the … 26 (2008) 6, pp. 612-619
Persistent link: https://www.econbiz.de/10003766124
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769409
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Elimination of arbitrage states in asymmetric information models
Cornet, Bernard; Boisdeffre, Lionel de - In: Economic theory : official journal of the Society for … 38 (2009) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10003783133
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A moment approach to static arbitrage
Aspremont, Alexandre d' - In: Frontiers in quantitative finance : volatility and …, (pp. 3-18). 2009
Persistent link: https://www.econbiz.de/10003787574