Market-Consistent Prices
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-030-39724-1
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Citations
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Cited by:
- Hansjorg Albrecher & Filip Lindskog & Herv'e Zumbach, 2025. "Cost-of-capital valuation with risky assets," Papers 2511.00895, arXiv.org.
Book Chapters
The following chapters of this book are listed in IDEAS- Pablo Koch-Medina & Cosimo Munari, 2020. "Random Variables: Linearity and Order," Springer Books, in: Market-Consistent Prices, chapter 1, pages 1-24, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Probabilities and Expectations," Springer Books, in: Market-Consistent Prices, chapter 2, pages 25-58, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Random Variables: Topology and Geometry," Springer Books, in: Market-Consistent Prices, chapter 3, pages 59-82, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Extensions of Linear Functionals," Springer Books, in: Market-Consistent Prices, chapter 4, pages 83-101, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Single-Period Financial Markets," Springer Books, in: Market-Consistent Prices, chapter 5, pages 103-123, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Market-Consistent Prices for Replicable Payoffs," Springer Books, in: Market-Consistent Prices, chapter 6, pages 125-134, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Fundamental Theorem of Asset Pricing," Springer Books, in: Market-Consistent Prices, chapter 7, pages 135-146, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Market-Consistent Prices for General Payoffs," Springer Books, in: Market-Consistent Prices, chapter 8, pages 147-157, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Random Variables: Information and Measurability," Springer Books, in: Market-Consistent Prices, chapter 9, pages 159-173, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Conditional Probabilities and Expectations," Springer Books, in: Market-Consistent Prices, chapter 10, pages 175-187, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Conditional Linear Functionals," Springer Books, in: Market-Consistent Prices, chapter 11, pages 189-201, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Extensions of Conditional Linear Functionals," Springer Books, in: Market-Consistent Prices, chapter 12, pages 203-219, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Information and Stochastic Processes," Springer Books, in: Market-Consistent Prices, chapter 13, pages 221-233, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Multi-Period Financial Markets," Springer Books, in: Market-Consistent Prices, chapter 14, pages 235-259, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Market-Consistent Prices for Replicable Payoffs," Springer Books, in: Market-Consistent Prices, chapter 15, pages 261-278, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Fundamental Theorem of Asset Pricing," Springer Books, in: Market-Consistent Prices, chapter 16, pages 279-301, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Market-Consistent Prices for General Payoffs," Springer Books, in: Market-Consistent Prices, chapter 17, pages 303-316, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Market-Consistent Prices for Payoff Streams," Springer Books, in: Market-Consistent Prices, chapter 18, pages 317-342, Springer.
- Pablo Koch-Medina & Cosimo Munari, 2020. "Market-Consistent Prices for American Options," Springer Books, in: Market-Consistent Prices, chapter 19, pages 343-411, Springer.
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