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~person:"Criens, David"
~subject:"Arbitrage pricing"
~subject:"Kapitaleinkommen"
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Arbitrage pricing
Kapitaleinkommen
Martingal
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Criens, David
Todorov, Viktor
10
Bollerslev, Tim
6
Jacod, Jean
6
Tauchen, George Eugene
6
Li, Jia
5
Linton, Oliver
5
Cassese, Gianluca
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Fontana, Claudio
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Hong, Seok Young
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Kabanov, Jurij M.
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Ait-Sahalia, Yacine
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Aït-Sahalia, Yacine
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Delbaen, Freddy
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Kardaras, Constantinos
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Beißner, Patrick
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Evstigneev, Igor V.
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International journal of theoretical and applied finance
1
Mathematics and financial economics
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ECONIS (ZBW)
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No arbitrage in continuous financial markets
Criens, David
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
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2
Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
Criens, David
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011845940
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