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The small noise arbitrage pricing theory / S. Satchell
Bib ID 1374660
Format BookBook
Author
Satchell, S. (Stephen)
 
Description Sydney : School of Finance and Economics, University of Technology, Sydney, 1999 
7 p. ; 21 cm. 
Series

Research paper (Quantitative Finance Research Group) ; 4.

Notes

"April 1999"

Includes bibliographical references (p. 7)

Subjects Pricing -- Mathematical models.  |  Arbitrage -- Mathematical models.
Other authors/contributors University of Technology, Sydney. School of Finance and Economics  |  Quantitative Finance Research Group

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