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Search: subject:"State prices"
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Subject
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state prices
9
State prices
8
Option pricing theory
6
Optionspreistheorie
6
Börsenkurs
4
Ross recovery
4
Theorie
4
Estimation
3
General equilibrium
3
Recovery Theorem
3
Schätzung
3
Share price
3
Theory
3
predictive information
3
real-world measure
3
state-price matrix
3
Allgemeines Gleichgewicht
2
Arbitrage Pricing
2
Arbitrage pricing
2
Arrow-Debreu state prices
2
Asset pricing
2
CAPM
2
Capital income
2
Cash-in-advance constraints
2
Continuous-time finance
2
Kapitaleinkommen
2
Kapitalmarkttheorie
2
Risk-neutral probabilities
2
Statistical distribution
2
Statistische Verteilung
2
Term structure of interest rates
2
Théorie générale of stochastic processes
2
cash-in-advance constraints
2
options
2
risk-neutral probabilities
2
term structure of interest rates
2
Analysis
1
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
1
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Free
10
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7
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Book / Working Paper
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9
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1
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Article in journal
6
Aufsatz in Zeitschrift
6
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5
Arbeitspapier
4
Graue Literatur
4
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English
15
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6
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Espinoza, Raphael A.
4
Backwell, Alex
3
Riedel, Frank
3
Tsomocos, Dimitrios P.
3
Goodhart, Charles A. E.
2
Martins-da-Rocha, V. Filipe
2
Aase, Knut K.
1
Afanasiev, Anton
1
Becker, Robert Allen
1
Goodhart, Charles
1
Grinblatt, Mark
1
Jackwerth, Jens Carsten
1
Leitner, Johannes
1
Lu, Zhongijn
1
Malamud, Semyon
1
Martins-da-Rocha, Victor Filipe
1
Menner, Marco
1
Metaxoglou, Konstantinos
1
Murray, Scott
1
Niehaus, Frank
1
Smith, Aaron D.
1
Taboga, Marco
1
Tsomocos, Dimitrios P
1
Wan, Kam-Ming
1
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Finance Research Centre, Oxford University
2
Department of Economics, Oxford University
1
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
London School of Economics (LSE)
1
Society for Computational Economics - SCE
1
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Journal of Risk and Financial Management
2
Journal of financial economics
2
OFRC Working Papers Series
2
CAEPR working papers
1
CoFE discussion papers
1
Computing in Economics and Finance 2003
1
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1
Economics Series Working Papers / Department of Economics, Oxford University
1
International review of economics & finance : IREF
1
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1
Journal of risk and financial management : JRFM
1
LSE Research Online Documents on Economics
1
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1
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1
The Emergence of a Tradition: Essays in Honor of Jesús Huerta de Soto, Volume I : Money and the Market Process
1
The journal of corporate finance : contracting, governance and organization
1
Working Papers
1
Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
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ECONIS (ZBW)
11
RePEc
7
EconStor
2
BASE
1
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Date (oldest first)
11
Option-implied probability distributions : How reliable? How jagged?
Taboga, Marco
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 453-469
Persistent link: https://www.econbiz.de/10011626502
Saved in:
12
Noisy Arrow-Debreu equilibria
Malamud, Semyon
-
2015
-Debreu
state
prices
are not sufficient to recover the information contained in the noisy aggregate demand and supply. My results …
Persistent link: https://www.econbiz.de/10011296088
Saved in:
13
On equilibrium prices in continuous time
Martins-da-Rocha, V. Filipe
;
Riedel, Frank
-
2008
equilibrium
state
prices
. …
Persistent link: https://www.econbiz.de/10010272583
Saved in:
14
On equilibrium prices in continuous time
Martins-da-Rocha, Victor Filipe
;
Riedel, Frank
-
2008
equilibrium
state
prices
. …
Persistent link: https://www.econbiz.de/10009452546
Saved in:
15
On equilibrium prices in continuous time
Martins-da-Rocha, V. Filipe
;
Riedel, Frank
-
Institut für Mathematische Wirtschaftsforschung, …
-
2008
equilibrium
state
prices
. …
Persistent link: https://www.econbiz.de/10005002278
Saved in:
16
Endogenous
state
prices
, liquidity, default, and the yield curve
Espinoza, Raphael A.
;
Goodhart, Charles
;
Tsomocos, …
-
London School of Economics (LSE)
-
2007
We show, in an exchange economy with default, liquidity constraints and no aggregate uncertainty, that
state
prices
in …
Persistent link: https://www.econbiz.de/10010745061
Saved in:
17
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
prices of contingent claims. The relation between equivalent martingale measure,
state
prices
, market price of risk and the …
Persistent link: https://www.econbiz.de/10011544749
Saved in:
18
Endogenous
State
Prices
, Liquidity, Default, and the Yield Curve
Espinoza, Raphael A.
;
Tsomocos, Dimitrios P
-
Department of Economics, Oxford University
-
2007
We show, in an exchange economy with default, liquidity constraints and no aggregate uncertainty, that
state
prices
in …
Persistent link: https://www.econbiz.de/10010661415
Saved in:
19
Endogenous
State
Prices
, Liquidity, Default, and the Yield Curve
Espinoza, Raphael A.
;
Goodhart, Charles A. E.
; …
-
Finance Research Centre, Oxford University
-
2007
We show, in an exchange economy with default, liquidity constraints and no aggregate uncertainty, that
state
prices
in …
Persistent link: https://www.econbiz.de/10005730011
Saved in:
20
Endogenous
State
Prices
, Liquidity, Default, and the Yield Curve
Espinoza, Raphael A.
;
Goodhart, Charles A. E.
; …
-
Finance Research Centre, Oxford University
-
2006
We show, in an exchange economy with default, liquidity constraints and no aggregate uncertainty, that
state
prices
in …
Persistent link: https://www.econbiz.de/10005730002
Saved in:
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