Arbitrage Pricing Theory in Ergodic Markets

Publication date

2017

Document type

Working paper

Author

Organisational unit

URL

URI

Series or journal

Working Paper / Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management

Periodical issue

AP-2017-01

Part of the university bibliography

✅

Version

Not applicable (or unknown)

Access right on openHSU

Metadata only access