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Journal of Economic Dynamics and Control

Volumn 26, Issue 9-10, 2002, Pages 1613-1628

Arbitrage and universal pricing

(1) Luenberger, David G a

a Stanford University (United States)

Author keywords

Arbitrage pricing; Zero level pricing

Indexed keywords

EID: 0036102130 PISSN: 01651889 EISSN: None Source Type: Journal
DOI: 10.1016/S0165-1889(01)00087-2 Document Type: Article

Times cited : (13)

References (7)

1
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- Macmillan, New York
- (1963) Topological Spaces
- Berge, C.¹

2
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- Martingales and arbitrage in multiperiod securities markets
- (1979) Journal of Economic Theory , vol.20 , pp. 381-408
- Harrison, J.M.¹ Kreps, D.²

3
- 0003490927
- Asset valuation and optimal portfolio choice in incomplete markets
- Ph.D. Dissertation, Department of Engineering-Economic Systems, Stanford University
- (1997)
- Holtan, H.M.¹

4
- 0004098975
- Wiley, New York
- (1969) Optimization by Vector Space Methods
- Luenberger, D.G.¹

5
- 38249001077
- A preference foundation for log mean-variance criteria in portfolio choice problems
- (1993) Journal of Economic Dynamics and Control , vol.17 , pp. 887-906
- Luenberger, D.G.¹

6
- 0004281114
- Oxford University Press, Oxford
- (1998) Investment Science
- Luenberger, D.G.¹

7
- 0000235095
- Valuing risky projects: Options pricing theory and decision analysis
- (1995) Management Science , vol.41 , pp. 795-816
- Smith, J.E.¹ Nau, R.F.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.