✦ LIBER ✦

Pricing by Arbitrage Under Arbitrary Information

✍ Scribed by Simon H. Babbs; Michael J. P. Selby

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Arbitrage pricing with information

✍ Robert F. Stambaugh 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 575 KB

Pricing catastrophe bonds by an arbitrag

✍ Victor E Vaugirard 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 148 KB

Pricing by hedging and no-arbitrage beyo

✍ Christian Bender; Tommi Sottinen; Esko Valkeila 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 519 KB

A test of the arbitrage pricing theory u

✍ Teppo Martikainen; Paavo Yli-Olli 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 411 KB

A model of international asset pricing u

✍ Cheol S. Eun 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 875 KB

NO-ARBITRAGE PRICING UNDER SYSTEMIC RISK

✍ Tom Fischer 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 610 KB