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type_genre:"Thesis"
~isPartOf:"International journal of theoretical and applied finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
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Arbitrage pricing
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Theorie
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7
Option pricing theory
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Optionspreistheorie
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Cordero, Fernando
2
Perez-Ostafe, Lavinia
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Allaj, Erindi
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Aurell, Erik
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International journal of theoretical and applied finance
Finance and stochastics
33
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
Working paper / National Bureau of Economic Research, Inc.
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Annals of finance
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Mathematics and financial economics
10
Discussion paper / Centre for Economic Policy Research
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Gabler Edition Wissenschaft
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Swiss Finance Institute Research Paper
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The journal of computational finance
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Journal of economic dynamics & control
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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Europäische Hochschulschriften / 5
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International review of financial analysis
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Quantitative finance
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
23
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1
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
Saved in:
2
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
3
Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
Criens, David
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011845940
Saved in:
4
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
5
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
6
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
7
Asymptotic arbitrage in the Heston model
Haba, Fatma
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
Saved in:
8
Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
9
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
10
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
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