Mimicking Portfolios and the Exact Arbitrage Pricing in a Class of Elliptical Distributions

Wang, Tay-ChangTay-ChangWang2009-04-072018-06-292009-04-072018-06-291989http://ntur.lib.ntu.edu.tw//handle/246246/149413en-USMimicking Portfolios and the Exact Arbitrage Pricing in a Class of Elliptical Distributionsother