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Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey - In: Quantitative finance 19 (2019) 11, pp. 1771-1774
Persistent link: https://www.econbiz.de/10012194825
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Martingales and arbitrage in securities markets : a survey of the background
Walsh, David M. - 1993
Persistent link: https://www.econbiz.de/10000857337
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Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
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Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
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Martingale measures for a class of right-continuous processes
Lakner, Peter - In: Mathematical finance : an international journal of … 3 (1993) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10001185135
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Bounded arbitrage and nearly rational behavior
Nascimento, Leandro Gonçalves do - In: Economic theory 77 (2024) 4, pp. 941-974
Persistent link: https://www.econbiz.de/10014553054
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Stochastische Modelle zur Bewertung künftiger Zahlungsleistungen in betriebswirtschaftlicher Sicht
Lohmann, Karl - 1995
Persistent link: https://www.econbiz.de/10000545866
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Risk-taking and capital market equilibrium
Nielsen, Lars Tyge - 1985
Persistent link: https://www.econbiz.de/10000884964
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147