Recent Developments in Mathematical Finance
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9789810247973, 9789812799579
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Some Remarks on Arbitrage Pricing Theory

2001 ◽  
Author(s):  
Jianming Xia ◽  
Jia-An Yan
Keyword(s):  
Arbitrage Pricing Theory ◽  
Arbitrage Pricing ◽  
Pricing Theory

The Necessity of No Asymptotic Arbitrage in APT Pricing

2001 ◽  
Author(s):  
Xiaoai Lin ◽  
Xia Liu ◽  
Yeneng Sun
Keyword(s):  
Asymptotic Arbitrage

Risk Sensitive Asset Management With Constrained Trading Strategies

2001 ◽  
Author(s):  
Tomasz R. Bielecki ◽  
Daniel Hernandez-Hernandez ◽  
Stanley R. Pliska
Keyword(s):  
Asset Management ◽  
Trading Strategies ◽  
Risk Sensitive

Contingent Claims in an Illiquid Market

2001 ◽  
Author(s):  
Hong Liu ◽  
Jiongmin Yong
Keyword(s):  
Contingent Claims ◽  
Illiquid Market
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