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On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens - 2000
Persistent link: https://www.econbiz.de/10001511077
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Arbitrage, Pseudowahrscheinlichkeiten und Martingale : einige klärende Anmerkungen zur Bewertungstheorie
Nietert, Bernhard - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 30 (2001) 4, pp. 202-207
Persistent link: https://www.econbiz.de/10001570279
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A note on asset bubbles in continuous-time
Cassese, Gianluca - 2001
Persistent link: https://www.econbiz.de/10001577334
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Econometric issues related to errors in variables in financial models
Maddala, Gangadharrao S. - In: Econometrics and economic theory in the 20th century : …, (pp. 414-432). 1998
Persistent link: https://www.econbiz.de/10001548940
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Arbitrage theory under countability
Cassese, Gianluca - 2000
Persistent link: https://www.econbiz.de/10001457571
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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
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Risk, return and the UK financial markets
Morelli, David Andrew - 1999
Persistent link: https://www.econbiz.de/10001474362
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Bewertung junger Unternehmen
Hayn, Marc - 2000 - 2., stark überarb. Aufl.
Persistent link: https://www.econbiz.de/10001474500
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Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - 1982
Persistent link: https://www.econbiz.de/10001517477