Risk-neutral valuation with infinitely many trading dates-Reference-Cited by-同舟云学术

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Risk-neutral valuation with infinitely many trading dates

Published:2007-06 Issue:11-12 Volume:45 Page:1308-1318
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Balbás Alejandro,Balbás Raquel,Mayoral Silvia

Publisher

Elsevier BV

Subject

Computer Science Applications,Modeling and Simulation

Reference24 articles.

1. On the fundamental theorem of asset pricing with an infinite state space;Back;Journal of Mathematical Economics,1991

2. Projective system approach to the martingale characterization of the absence of arbitrage;Balbás;Journal of Mathematical Economics,2002

3. Arbitrage, factor structure, and mean-variance analysis on large assets;Chamberlain;Econometrica,1983

4. The valuation problem in arbitrage price theory;Clark;Journal of Mathematical Economics,1993

5. Arbitrage approximation theory;Clark;Journal of Mathematical Economics,2000

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Martingales and arbitrage: a new look;Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas;2009-09

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