//-->
Bayesian inference and portfolio efficiency
Kandel, Shmuel, (1993)
A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G., (1994)
On short rate processes and their implications for term structure movements
Schlögl, Erik, (1994)
Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter, (1994)
A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
Schachermayer, Walter, (1992)
A super-martingale property of the optimal portfolio process
Schachermayer, Walter, (2003)