Continuous-Time Asset Pricing Theory

DOI10.1007/978-3-030-74410-6zbMath1480.91001OpenAlexW4245450098MaRDI QIDQ5001948

Robert A. Jarrow

Publication date: 23 July 2021

Published in: Springer Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-74410-6

zbMATH Keywords

asset pricingasset bubblesFTAP

Mathematics Subject Classification ID

Utility theory (91B16) Martingales with continuous parameter (60G44) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)

Related Items (3)

The no-arbitrage pricing of non-traded assets ⋮ Asset price bubbles, wealth preserving, dominating, and replicating trading strategies ⋮ A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment

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