Preferences, Continuity, and the Arbitrage Pricing Theory
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Bibliographic InfoArticle provided by Society for Financial Studies in its journal Review of Financial Studies.
Volume (Year): 1 (1988)
Issue (Month): 2 ()
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- Rocío Elizondo & Pablo Padilla, 2008. "An Analytical Approach to Merton’s Rational Option Pricing Theory," Working Papers 2008-03, Banco de México.
- Rocío Elizondo & Pablo Padilla & Mogens Bladt, 2009. "An Alternative Formula to Price American Options," Working Papers 2009-06, Banco de México.
- Blöchlinger, Andreas, 2011. "Arbitrage-free credit pricing using default probabilities and risk sensitivities," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 268-281, February.
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