Arbitrage Theory in Continuous Time
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Published By Oxford University Press

9780199271269

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LIBOR and Swap Market Models

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0025 ◽

2004 ◽

pp. 368-388

Author(s):

Tomas Björk

Keyword(s):

Market Models

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Currency Derivatives

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0017 ◽

2004 ◽

pp. 239-253

Author(s):

Tomas Björk

Keyword(s):

Currency Derivatives

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Incomplete Markets

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0015 ◽

2004 ◽

pp. 205-224

Author(s):

Tomas Björk

Keyword(s):

Incomplete Markets

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The Martingale Approach to Arbitrage Theory

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0010 ◽

2004 ◽

pp. 133-153

Author(s):

Tomas Björk

Keyword(s):

Martingale Approach

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Differential Equations

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0005 ◽

2004 ◽

pp. 62-79

Author(s):

Tomas Björk

Keyword(s):

Differential Equations

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Forwards and Futures

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0026 ◽

2004 ◽

pp. 389-394

Author(s):

Tomas Björk

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Forward Rate Models

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0023 ◽

2004 ◽

pp. 340-347

Author(s):

Tomas Björk

Keyword(s):

Forward Rate

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A More General One period Model

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0003 ◽

2004 ◽

pp. 26-35

Author(s):

Tomas Björk

Keyword(s):

Period Model

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The Binomial Model

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0002 ◽

2004 ◽

pp. 5-25

Author(s):

Tomas Björk

Keyword(s):

Binomial Model

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Stochastic Optimal Control

Arbitrage Theory in Continuous Time ◽

10.1093/0199271267.003.0019 ◽

2004 ◽

pp. 271-301

Author(s):

Tomas Björk

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control

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