المؤلفون: Larsson, Martin¹ (AUTHOR) martinl@andrew.cmu.edu, Ruf, Johannes² (AUTHOR) j.ruf@lse.ac.uk

المصدر: Mathematical Finance. Jul2021, Vol. 31 Issue 3, p885-906. 22p.

مصطلحات موضوعية: Time perspective, Arbitrage, Curvature, Stock exchanges, Market capitalization

المؤلفون: Larsson, Martin

المصدر: The Annals of Applied Probability, 2014 Aug 01. 24(4), 1739-1766.

الوصول الحر: http://dx.doi.org/10.1214/13-AAP961Test

المؤلفون: Filipović, Damir¹, Larsson, Martin² martin.larsson@math.ethz.ch

المصدر: Finance & Stochastics. Oct2016, Vol. 20 Issue 4, p931-972. 42p.

مصطلحات موضوعية: Finance, Moment problems (Mathematics), Mathematical models of diffusion, Financial markets, Interest rates, Credit risk, Arbitrage

المؤلفون: Jarrow, Robert A.¹, Larsson, Martin¹

المصدر: Mathematical Finance. Jan2012, Vol. 22 Issue 1, p1-30. 30p.

مصطلحات موضوعية: Economic equilibrium, Martingales (Mathematics), Arbitrage, Market equilibrium, Market pricing, Mathematical models of finance, Mathematical analysis