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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
16
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Annals of finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
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Robust calibration and arbitrage-free interpolation of SSVI slices
Corbetta, Jacopo
;
Cohort, Pierre
;
Laachir, Ismail
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012127308
Saved in:
2
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
3
Arbitrage in markets with bid-ask spreads : the fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
Rola, Przemysław
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011459517
Saved in:
4
Absence of arbitrage in a general framework
Sayit, Hasanjan
- In:
Annals of finance
9
(
2013
)
4
,
pp. 611-624
Persistent link: https://www.econbiz.de/10010196595
Saved in:
5
Diversity and arbitrage in a regulatory breakup model
Strong, Winslow
;
Fouque, Jean-Pierre
- In:
Annals of finance
7
(
2011
)
3
,
pp. 349-374
Persistent link: https://www.econbiz.de/10009248122
Saved in:
6
No arbitrage conditions for simple trading strategies
Bayraktar, Erhan
;
Sayit, Hasanjan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 147-156
Persistent link: https://www.econbiz.de/10003939576
Saved in:
7
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
8
Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo
- In:
Annals of finance
6
(
2010
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003941217
Saved in:
9
Irreversible investment and discounting : an arbitrage pricing approach
Thijssen, Jacco J. J.
- In:
Annals of finance
6
(
2010
)
3
,
pp. 295-315
Persistent link: https://www.econbiz.de/10003978875
Saved in:
10
Pricing errors and estimates of risk premia in factor models
Sawyer, Kim R.
;
Gygax, André F.
;
Hazledine, Matthew
- In:
Annals of finance
6
(
2010
)
3
,
pp. 391-403
Persistent link: https://www.econbiz.de/10003978883
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