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Securities Market Efficiency in an Arrow-Debre Economy.

Mark Rubinstein. - Department of Economics, University of California-Berkeley - 1973

Persistent link: https://www.econbiz.de/10005292421

Purchasing Power Funds: A New Technology for Channeling the Public's Investment Capital.

Nils H. Hakansson. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292422

A Dynamic Equilibrium for the Ross Arbitrage Model.

Ohlson, James A.; Mark B. Garman. - Department of Economics, University of California-Berkeley - 1979

Persistent link: https://www.econbiz.de/10005292423

The German Stock Exchange.

James R. F. Guy. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292424

Minimum Quality Standards and Licensing in Markets with Asymmetric Information.

Hayne E. Leland. - Department of Economics, University of California-Berkeley - 1979

Persistent link: https://www.econbiz.de/10005292425

Bank Risk Management: Theory.

David H. Pyle. - Department of Economics, University of California-Berkeley - 1997

Persistent link: https://www.econbiz.de/10005292426

Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression.

Ohlson, James; Barr Rosenberg. - Department of Economics, University of California-Berkeley - 1978

Persistent link: https://www.econbiz.de/10005292427

Security Appraisal and Unsystematic Risk in Institutional Investment.

Barr Rosenberg. - Department of Economics, University of California-Berkeley - 1977

Persistent link: https://www.econbiz.de/10005292428

Information, Managerial Choice, and Stockholder Unanimity.

Hayne E. Leland. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292429

Pricing Derivatives the Martingale Way.

Keirstead, Pierre Collin Dufresne William; Michael P. Ross. - Department of Economics, University of California-Berkeley - 1998

In recent years results from the theory of martingales has been successfully applied to problems in financial economics. In the present paper we show how efficient and elegant this "martingale technology" can be when solving for complex options. In particular we provide closed form solutions for...

Persistent link: https://www.econbiz.de/10005292430