✦ LIBER ✦

Arbitrage Pricing of Contingent Claims || Existence of Consistent Price Systems

✍ Scribed by Müller, Sigrid

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Arbitrage Pricing of Contingent Claims |

✍ Müller, Sigrid 📂 Article 📅 1985 🏛 Springer Berlin Heidelberg ⚖ 583 KB

Arbitrage Pricing of Contingent Claims |

✍ Müller, Sigrid 📂 Article 📅 1985 🏛 Springer Berlin Heidelberg ⚖ 394 KB

Empirical evaluation of asset pricing mo

✍ Zhenyu Wang; Xiaoyan Zhang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 508 KB

Consistent price systems and arbitrage o

✍ Emmanuel Denis; Yuri Kabanov 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 644 KB

An Overview of Contingent Claims Pricing

✍ John Hull; Alan White 📂 Article 📅 2009 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 599 KB

Prices of State-Contingent Claims Implic

✍ Douglas T. Breeden and Robert H. Litzenberger 📂 Article 📅 1978 🏛 University of Chicago Press 🌐 English ⚖ 530 KB