✦ LIBER ✦

A Counterexample to Several Problems In the Theory of Asset Pricing

✍ Scribed by Walter Schachermayer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Simple Counterexample to Several Probl

✍ Freddy Delbaen; Walter Schachermayer 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 135 KB

The arbitrage theory of capital asset pr

✍ Stephen A Ross 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 931 KB

A martingale theory of asset pricing in

✍ Parantap Basu 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 633 KB

ANOTHER LOOK AT THE USE OF OPTIONS PRICI

✍ Ramesh K. S. Rao; John D. Martin 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 484 KB

A counterexample to the approximation pr

✍ Per Enflo 📂 Article 📅 1973 🏛 Springer Netherlands 🌐 English ⚖ 465 KB

A counterexample in the theory of random

✍ Peter Winkler 📂 Article 📅 1989 🏛 Springer Netherlands 🌐 English ⚖ 263 KB