First Page | Document Content | |
---|---|---|
Date: 2016-07-08 02:22:52Economy Mathematical finance Finance Money Stochastic discount factor Arbitrage Cumulant Futures contract Martingale pricing | Arbitrage Free Dispersion∗ Piotr Orlowski Andr´as Sali Fabio TrojaniAdd to Reading ListSource URL: www.cb.cityu.edu.hkDownload Document from Source WebsiteFile Size: 906,09 KBShare Document on Facebook |
1 Documenta Math. Second Order Freeness and Fluctuations of Random Matrices III.DocID: 1rlk8 - View Document | |
343 Documenta Math. Partition-Dependent Stochastic Measures and q-Deformed CumulantsDocID: 1r9NB - View Document | |
1 Documenta Math. Second Order Freeness and Fluctuations of Random Matrices III.DocID: 1r3s7 - View Document | |
Arbitrage Free Dispersion∗ Piotr Orlowski Andr´as Sali Fabio TrojaniDocID: 1r3gQ - View Document | |
Documenta Mathematica Band 12, 2007 Benoˆıt Collins, James A. Mingo, ´ Piotr Sniady, Roland SpeicherDocID: 1qUlw - View Document |