Arbitrage-Free Asset Pricing in General State Space.
https://doi.org/10.1007/3-540-44491-2_80
@inproceedings{DBLP:conf/ideal/DengZ00,
author = {Xiaotie Deng and
Shunming Zhang},
editor = {Kwong{-}Sak Leung and
Lai{-}Wan Chan and
Helen Meng},
title = {Arbitrage-Free Asset Pricing in General State Space},
booktitle = {Intelligent Data Engineering and Automated Learning - {IDEAL} 2000,
Data Mining, Financial Engineering, and Intelligent Agents, Second
International Conference, Shatin, {N.T.} Hong Kong, China, December
13-15, 2000, Proceedings},
series = {Lecture Notes in Computer Science},
volume = {1983},
pages = {551--558},
publisher = {Springer},
year = {2000},
url = {https://doi.org/10.1007/3-540-44491-2\_80},
doi = {10.1007/3-540-44491-2\_80},
timestamp = {Tue, 14 May 2019 10:00:45 +0200},
biburl = {https://dblp.org/rec/conf/ideal/DengZ00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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