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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
000 01016cam a2200277 a 4500
001 1374660
005 20180907055958.0
008 990629s1999    xna      b    000 0 eng d
019 1 |a20167101
035 |9(AuCNLDY)2789349
035 |a1374660
040 |aANL|beng|dANL
042 |aanuc
100 1 |aSatchell, S.|q(Stephen)
245 1 4 |aThe small noise arbitrage pricing theory /|cS. Satchell.
260 |aSydney :|bSchool of Finance and Economics, University of Technology, Sydney,|c1999.
300 |a7 p. ;|c21 cm.
490 1 |aResearch paper / Quantitative Finance Research Group,|x1441-8010 ;|v4
500 |a"April 1999"
504 |aIncludes bibliographical references (p. 7)
650 0 |aPricing|xMathematical models.
650 0 |aArbitrage|xMathematical models.
710 2 |aUniversity of Technology, Sydney.|bSchool of Finance and Economics.
710 2 |aQuantitative Finance Research Group.
830 0 |aResearch paper (Quantitative Finance Research Group) ;|v4.
984 |aANL|cN 332 RES
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