Media type: E-Book Title: Weak time-derivatives and no arbitrage pricing Contributor: Marinacci, Massimo [Author]; Severino, Federico [Author] Published: Milano, Italy: IGIER, Università Bocconi, [2017] Published in: Innocenzo Gasparini Institute for Economic Research: Working papers ; 581 Issue: This version: December, 2017 Extent: 1 Online-Ressource (circa 49 Seiten) Language: English Keywords: no arbitrage pricing ; weak time-derivative ; martingale component ; stochastic interest rates ; Graue Literatur Origination: Footnote: Access State: Open Access