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  5. Arbitrage Pricing Theory in Ergodic Markets

Arbitrage Pricing Theory in Ergodic Markets

Publication date
2017
Document type
Working paper
Author
Frahm, Gabriel  
Organisational unit
Angewandte Stochastik und Risikomanagement  
URL
https://www.hsu-hh.de/stochastik/arbeitspapiere
URI
https://openhsu.ub.hsu-hh.de/handle/10.24405/8591
Publisher
Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Chair for Applied Stochastics and Risk Management
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
✅
Additional Information
Language
English
Version
Not applicable (or unknown)
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Metadata only access

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