Arbitrage pricing theory and risk-neutral measures
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Publication:1770203
DOI10.1007/s10203-004-0047-0zbMath1106.91029OpenAlexW2005806989MaRDI QIDQ1770203
Publication date: 11 April 2005
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-004-0047-0
Related Items (4)
Maximizing expected utility in the arbitrage pricing model ⋮ A note on arbitrage in term structure ⋮ From small markets to big markets ⋮ Risk-neutral pricing for arbitrage pricing theory
Cites Work
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