Arbitrage in continuous complete markets

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Show simple item record Platen, E 2009-12-21T02:27:58Z 2002-09-01
dc.identifier.citation ADVANCES IN APPLIED PROBABILITY, 2002, 34 (3), pp. 540 - 558 (19)
dc.identifier.issn 0001-8678
dc.identifier.other C1 en_US
dc.language English
dc.title Arbitrage in continuous complete markets
dc.type Journal Article
dc.description.version Published
dc.description.version Published
dc.description.version Published
dc.description.version Published
dc.description.version Published
dc.journal.volume 3
dc.journal.volume 34
dc.journal.number 3 en_US
dc.publocation Sheffield UK en_US
dc.publocation Sydney
dc.identifier.startpage 540 en_US
dc.identifier.endpage 558 en_US BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.conference Australian and New Zealand Academy of Management Conference
dc.for 140302 Econometric and Statistical Methods
dc.for 010205 Financial Mathematics
dc.for 150201 Finance
dc.personcode 970685
dc.percentage 50 en_US Finance en_US
dc.classification.type FOR-08 en_US 2002-12-04
dc.location.activity Victoria, Australia
dc.description.keywords Science & Technology
dc.description.keywords Physical Sciences
dc.description.keywords Statistics & Probability
dc.description.keywords Mathematics
dc.description.keywords STATISTICS & PROBABILITY
dc.description.keywords continuous financial market
dc.description.keywords arbitrage amount
dc.description.keywords mutual fund theorem
dc.description.keywords growth optimal portfolio
dc.description.keywords numeraire portfolio
dc.description.keywords contingent claim pricing
dc.description.keywords forward rate equation
dc.description.keywords TERM STRUCTURE
dc.description.keywords INTEREST-RATES
dc.description.keywords FUNDAMENTAL THEOREM
dc.description.keywords ASSET
dc.description.keywords NUMERAIRE
dc.description.keywords PORTFOLIO
dc.description.keywords MODEL
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Science
pubs.organisational-group /University of Technology Sydney/Faculty of Science/School of Mathematical Sciences
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Closed Access 2015-04-15 12:17:09.805752+10
pubs.consider-herdc true

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