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Arbitrage theory in continuous time
Björk, Tomas, (1998)
Issues in derivative instruments
Swan, Edward J., (1999)
Financial markets : stochastic analysis and the pricing of derivative securities
Mel¤nikov, Aleksandr V., (1999)
The arbitrage pricing theory is not robust 2 : factor structures and factor pricing
Bray, Margaret, (1994)
The arbitrage pricing theory is not robust 1 : variance matrices and portfolio theory in pictures
[Rezension von: Hart, Oliver, Firms, contracts, and financial structure]
Bray, Margaret, (1998)