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Arbitrage-free market models for liquid options
Wissel, Johannes Stefan - 2008
Persistent link: https://www.econbiz.de/10003726013
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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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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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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.; Diebold, Francis X.; … - 2008
Persistent link: https://www.econbiz.de/10003778773
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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The existence of equilibrium in a financial market with transaction costs
Jin, Xing (contributor); Milne, Frank (contributor) - 1999
Persistent link: https://www.econbiz.de/10003780915
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On the generalized brownian motion and its applications in finance
Høg, Esben (contributor); Frederiksen, Per (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003781314
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A note on arbitrage in term structure
Rásonyi, Miklós - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10003771593