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ECU interest rates and ECU basket adjustments : an arbitrage pricing approach

Klein, Martin; Müller, Sigrid M. - 1990

Persistent link: https://www.econbiz.de/10000798837

ECU interest rates and ECU basket adjustments : an arbitrage pricing approach

Klein, Martin - 1989

Persistent link: https://www.econbiz.de/10000764767

Arbitrage pricing of contingent claims

Müller, Sigrid M. - 1985

Persistent link: https://www.econbiz.de/10013277999

Arbitrage Pricing of Contingent Claims

Müller, Sigrid - 1985

1 Introduction -- 2 The Valuation of Contingent Claims: A Survey -- 3 Existence of Consistent Price Systems -- 3.1 The basic model -- 3.2 Arbitrage and equivalent martingale measures -- 3.3 Examples -- 4 The Continuous-time Trading Model -- 4.1 Continuous-time self-financing trading strategies...

Persistent link: https://www.econbiz.de/10013518765

Capital asset price dynamics : heterogeneity and hysteresis

Klein, Martin - In: Economics letters 37 (1991) 1, pp. 81-89

Persistent link: https://www.econbiz.de/10001110904

Capital asset price dynamics : heterogeneity and hysteresis

Klein, Martin - 1990

Persistent link: https://www.econbiz.de/10000825145

The option pricing approach to the valuation of country risk

Klein, Martin - 1990

Persistent link: https://www.econbiz.de/10000854806