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The valuation problem in arbitrage price theory

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Author Info
Clark, Stephen A.
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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 22 (1993)
Issue (Month): 5 ()
Pages: 463-478
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Handle: RePEc:eee:mateco:v:22:y:1993:i:5:p:463-478

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  1. Yossi Feinberg & Marco Scarsini, 2003. "Rate of Arbitrage and Reconciled Beliefs," Economics Bulletin, Economics Bulletin, vol. 4(11), pages 1-12. [Downloadable!]
  2. Chambers, Robert G. & Quiggin, John, 2002. "Resource Allocation And Asset Pricing," Working Papers 28594, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    Other versions:
  3. Elyès Jouini, 2003. "Market imperfections , equilibrium and arbitrage," Post-Print halshs-00167131_v1, HAL. [Downloadable!]
    Other versions:
  4. Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999. "Arbitrage and Viability in Securities Markets with Fixed Trading Costs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-033, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    Other versions:
  5. Li Chen & H. Vincent Poor, 2003. "Credit Risk Modeling and the Term Structure of Credit Spreads," Finance 0312009, EconWPA. [Downloadable!]
  6. Chambers, Robert G. & Quiggin, John, 2002. "Separability Of Stochastic Production Decisions From Producer Risk Preferences In The Presence Of Financial Markets," Working Papers 28561, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
  7. Alejandro Balbas & Anna Downarowicz, 2004. "Infinitely many securities and the fundamental theorem of asset pricing," Business Economics Working Papers wb043513, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  8. Jaime A. Londo\~no, 2003. "State Tameness: A New Approach for Credit Constrains," Quantitative Finance Papers math/0305274, arXiv.org, revised Feb 2004. [Downloadable!]
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