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On the different notions of arbitrage and existence of equilibrium
Dana, Rose-Anne; Le Van, Cuong; Magnien, François - 1996
Persistent link: https://www.econbiz.de/10000956658
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Global risk premia on international investments
Oertmann, Peter - 1997
Persistent link: https://www.econbiz.de/10000958922
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Arbitrage pricing theory und empirische Bestimmung von fundamentalen und makroökonomischen Risikofaktoren an Kapitalmärkten
Hamerle, Alfred - 1996
Persistent link: https://www.econbiz.de/10000959332
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Börsenpreise von Genußscheinen : empirische Überprüfung eines theoretischen Bewertungsansatzes
Schäcker, Hanns-Achim - 1997
Persistent link: https://www.econbiz.de/10000959880
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The term structure of defaultable bond prices
Schönbucher, Philipp J. - 1996
Persistent link: https://www.econbiz.de/10000960002
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Balance, growth and diversity of financial markets
Kardaras, Constantinos - In: Annals of finance 4 (2008) 3, pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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Arbitrage pricing of credit derivatives
Ho, Siu Lam; Wu, Lixin - In: Credit risk : models, derivatives, and management, (pp. 427-455). 2008
Persistent link: https://www.econbiz.de/10003718589
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Competitive prices for a stochastic input-output model with infinite time horizon
Clark, Stephen A. - In: Economic theory : official journal of the Society for … 35 (2008) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003633987
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Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried - 2007
Persistent link: https://www.econbiz.de/10003635776