{"title":"Building good deals with arbitrage-free discrete time pricing models","authors":"B. Balbás, Raquel Balbás","doi":"10.1016/J.SRFE.2012.06.001","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":101250,"journal":{"name":"The Spanish Review of Financial Economics","volume":"1 1","pages":"53-61"},"PeriodicalIF":0.0000,"publicationDate":"2012-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Spanish Review of Financial Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/J.SRFE.2012.06.001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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