Continuous-Time Asset Pricing Theory - Springer Finance
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Published By Springer International Publishing

9783319778204, 9783319778211

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Equilibrium

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_23 ◽

2018 ◽

pp. 425-434

Author(s):

Robert A. Jarrow

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The Auxiliary Markets

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_20 ◽

2018 ◽

pp. 393-397

Author(s):

Robert A. Jarrow

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Complete Markets (Utility over Terminal Wealth)

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_10 ◽

2018 ◽

pp. 181-201

Author(s):

Robert A. Jarrow

Keyword(s):

Complete Markets ◽

Terminal Wealth

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Epilogue (The Static CAPM)

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_17 ◽

2018 ◽

pp. 331-371

Author(s):

Robert A. Jarrow

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Asset Price Bubbles

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_3 ◽

2018 ◽

pp. 69-78

Author(s):

Robert A. Jarrow

Keyword(s):

Asset Price ◽

Asset Price Bubbles ◽

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Stochastic Processes

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_1 ◽

2018 ◽

pp. 3-17

Author(s):

Robert A. Jarrow

Keyword(s):

Stochastic Processes

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The Black–Scholes–Merton Model

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_5 ◽

2018 ◽

pp. 97-103

Author(s):

Robert A. Jarrow

Keyword(s):

Merton Model ◽

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Reduced Form Credit Risk Models

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_7 ◽

2018 ◽

pp. 133-149

Author(s):

Robert A. Jarrow

Keyword(s):

Credit Risk ◽

Reduced Form ◽

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The Fundamental Theorems

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_2 ◽

2018 ◽

pp. 19-68

Author(s):

Robert A. Jarrow

Keyword(s):

Fundamental Theorems

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Equilibrium

Continuous-Time Asset Pricing Theory - Springer Finance ◽

10.1007/978-3-319-77821-1_13 ◽

2018 ◽

pp. 263-273

Author(s):

Robert A. Jarrow

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