Asset pricing
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- The Fundamental Theorem of Asset Pricing
- Asset Pricing with Heterogeneous Investors∗
- Asset Pricing Models with Stochastic Volatility
- Production-Based Asset Pricing
- Asset Pricing I: Pricing Models
- Financial Economics: Risk Sharing and Asset Pricing in General Equilibrium©
- A Short Introduction to Arbitrage Theory and Pricing in Mathematical Finance for Discrete-Time Markets with Or Without Friction
- Putting the Price in Asset Pricing
- Black, Merton, and Scholes — Their Central Contributions to Economics
- Asset Pricing with Stochastic Differential Utility Author(S): Darrell Duffie and Larry G
- The Fundamental Theorem of Asset Pricing, the Hedging Problem
- Defining the Black and Scholes Approach: a First Systematic Literature Review
- A Comparative Study of Various Versions of the SABR Model Adapted to Negative Interest Rates
- Fundamentals of Asset Pricing Revised: October 5, 2015
- Asset Pricing
- Implied Volatility Surface (IVS): 1
- Intermediary Asset Pricing and the Financial Crisis
- ASSET PRICING) 1 Financial Economics I (Asset Pricing)