No arbitrage condition for positive diffusion price processes

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Asia-Pacific financial markets
1. Verfasser: Delbaen, Freddy (VerfasserIn)
Weitere Verfasser: Shirakawa, Hiroshi (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2002
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Stock futures of a flawed market index 2019 Kotaro, Miwa
Testing the predictive ability of corridor implied volatility under GARCH models 2019 Lu, Shan
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market 2019 Matsumoto, Takuji
Term structure models during the global financial crisis: a parsimonious text mining approach 2019 Nishimura, Kiyohiko G.
Hyperbolic symmetrization of heston type diffusion 2019 Ida, Yuuki
Stylized facts of the Indian stock market 2019 Sen, Rituparna
Re-examination of Fama-French models in the Korean stock market 2019 Rugwiro, Serge
Firm value and the impact of operational management 2019 Mitra, Sovan
Earnings management, capital management and signalling behaviour of Indian banks 2019 Vishnani, Sushma
Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit 2019 Wee, Yeap Lau
Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets 2019 Shimizu, Hidehiko
Analysis of price differences between A and H shares 2019 Bai, Y.
A numerical scheme for expectations with first hitting time to smooth boundary 2019 Hishida, Yuji
In search of robust methods for multi-currency portfolio construction by value at risk 2019 Tang, Mei-Ling
An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio 2019 Igarashi, Toru
Large shareholding and firm value in the alternative investment market (AIM) 2019 Mortazian, Mona
Financial markets development and financing choice of firms: new evidence from Asia 2019 Yadav, Inder Sekhar
Asset prices and changes in risk within a bivariate model 2019 Jokung Nguena, Octave
Spatial-temporal modelling of temperature for pricing temperature index insurance 2019 Che Mohd Imran Che Taib
Market conditions and calendar anomalies in Japanese stock returns 2019 Khan, Mostafa Saidur Rahim
Alle Artikel auflisten