Arbitrage and state price deflators in a general intertemporal framework
Elyés Jouini, Clotilde Napp, Walter Schachermayer
| Year of publication: |
2005
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|---|---|
| Authors: | Jouini, Elyès ; Napp, Clotilde ; Schachermayer, Walter |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 41.2005, 6, p. 722-734
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| Subject: | Arbitrage Pricing | Arbitrage pricing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003046061