On the existence and characterization of arbitrage - free measures in contingent claim valuation:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Bonn
Univ., Sonderforschungsbereich 303
1992
|
| Series: | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
214 |
| Physical Description: | 20 S. |
Staff View
MARC
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| 100 | 1 | |a Christopeit, Norbert |d 1947- |e Verfasser |0 (DE-588)1011193116 |4 aut | |
| 245 | 1 | 0 | |a On the existence and characterization of arbitrage - free measures in contingent claim valuation |c by Norbert Christopeit and Marek Musiela |
| 264 | 1 | |a Bonn |b Univ., Sonderforschungsbereich 303 |c 1992 | |
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| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |v 214 | |
| 700 | 1 | |a Musiela, Marek |e Verfasser |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten |p Projektbereich Variable und Informationsabhängige Strukturen |t Discussion paper |v 214 |w (DE-604)BV004849776 |9 214 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018441341 | ||
Record in the Search Index
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| author | Christopeit, Norbert 1947- Musiela, Marek |
| author_GND | (DE-588)1011193116 |
| author_facet | Christopeit, Norbert 1947- Musiela, Marek |
| author_role | aut aut |
| author_sort | Christopeit, Norbert 1947- |
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| building | Verbundindex |
| bvnumber | BV024465190 |
| ctrlnum | (OCoLC)46125162 (DE-599)BVBBV024465190 |
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| id | DE-604.BV024465190 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:00:10Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018441341 |
| oclc_num | 46125162 |
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| owner_facet | DE-83 |
| physical | 20 S. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Univ., Sonderforschungsbereich 303 |
| record_format | marc |
| series2 | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |
| spelling | Christopeit, Norbert 1947- Verfasser (DE-588)1011193116 aut On the existence and characterization of arbitrage - free measures in contingent claim valuation by Norbert Christopeit and Marek Musiela Bonn Univ., Sonderforschungsbereich 303 1992 20 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B 214 Musiela, Marek Verfasser aut Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten Projektbereich Variable und Informationsabhängige Strukturen Discussion paper 214 (DE-604)BV004849776 214 |
| spellingShingle | Christopeit, Norbert 1947- Musiela, Marek On the existence and characterization of arbitrage - free measures in contingent claim valuation |
| title | On the existence and characterization of arbitrage - free measures in contingent claim valuation |
| title_auth | On the existence and characterization of arbitrage - free measures in contingent claim valuation |
| title_exact_search | On the existence and characterization of arbitrage - free measures in contingent claim valuation |
| title_full | On the existence and characterization of arbitrage - free measures in contingent claim valuation by Norbert Christopeit and Marek Musiela |
| title_fullStr | On the existence and characterization of arbitrage - free measures in contingent claim valuation by Norbert Christopeit and Marek Musiela |
| title_full_unstemmed | On the existence and characterization of arbitrage - free measures in contingent claim valuation by Norbert Christopeit and Marek Musiela |
| title_short | On the existence and characterization of arbitrage - free measures in contingent claim valuation |
| title_sort | on the existence and characterization of arbitrage free measures in contingent claim valuation |
| volume_link | (DE-604)BV004849776 |
| work_keys_str_mv | AT christopeitnorbert ontheexistenceandcharacterizationofarbitragefreemeasuresincontingentclaimvaluation AT musielamarek ontheexistenceandcharacterizationofarbitragefreemeasuresincontingentclaimvaluation |