Fundamental Theorem of Asset Pricing-Reference-Cited by-同舟云学术

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Fundamental Theorem of Asset Pricing

Published:2010-05-15 Issue: Volume: Page:
ISSN:
Container-title:Encyclopedia of Quantitative Finance
language:
Short-container-title:

Author:

Schachermayer Walter

Publisher

John Wiley & Sons, Ltd

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/9780470061602.eqf04002/fullpdf

Reference40 articles.

1. The role of securities in the optimal allocation of risk-bearing;Arrow;Review of Economic Studies,1964

2. Théorie de la Spéculation;Bachelier;Annales Scientifiques de l'É Normale Superieure,1964

3. Cootner , P. The Random Character of Stock Market Prices

4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

5. The valuation of options for alternative stochastic processes;Cox;Journal of Financial Economics,1976

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1. Fundamental theorem of asset pricing: a strengthened version and а martingale measures search area;Doklady of the National Academy of Sciences of Belarus;2022-05-05

2. Arbitrage Concepts Under Trading Restrictions in Discrete-Time Financial Markets;SSRN Electronic Journal;2020

3. The BSM Model and European Option Pricing;An Introduction to Mathematical Finance with Applications;2016

4. Elements of Quantum Finance Models;SSRN Electronic Journal;2016

5. OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS;International Journal of Theoretical and Applied Finance;2015-12

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