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Arbitrage asset pricing under exchange risk
Ikeda, Shinsuke, (1989)
An Arbitrage-Free Nelson-Siegel Term Structure Model with Stochastic Volatility for the Determination of Currency Risk Premia
Mouabbi, Sarah, (2015)
An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
Mouabbi, Sarah, (2014)
Unreasonable rationality?
Clyman, Dana Ross, (1995)
Essays on arbitrage and rationality
Clyman, Dana Ross, (1992)
Liquidity without volume
Clyman, Dana Ross, (1997)