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~subject:"Arbitrage"
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Arbitrage
Theorie
44
Theory
44
Arbitrage Pricing
33
Arbitrage pricing
33
Martingal
20
Martingale
20
Portfolio selection
16
Portfolio-Management
16
Transaction costs
15
Transaktionskosten
15
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
12
Stochastischer Prozess
12
CAPM
10
Hedging
7
Incomplete market
7
Unvollkommener Markt
7
Yield curve
6
Zinsstruktur
6
Financial economics
5
Kapitalmarkttheorie
5
Fundamental theorem of asset pricing
4
Risiko
4
Risk
4
Consistent price system
3
Deflators
3
Eigeninteresse
3
Incomplete information
3
Mathematical programming
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Mathematische Optimierung
3
No arbitrage
3
Self-interest
3
Unvollkommene Information
3
Volatility
3
Volatilität
3
Black-Scholes model
2
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2
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English
24
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Jeanblanc, Monique
3
Aksamit, Anna
2
Choulli, Tahir
2
Deng, Jun
2
Fontana, Claudio
2
Frittelli, Marco
2
Imkeller, Peter
2
Karatzas, Ioannis
2
Kardaras, Constantinos
2
Lépinette, Emmanuel
2
Song, Shiqi
2
Berkaoui, Abdelkarem
1
Biagini, Sara
1
Buckner, Dean
1
Burzoni, Matteo
1
Cassese, Gianluca
1
Chau, Huy N.
1
Cheridito, Patrick
1
Corcuera, José M.
1
Cosso, Andrea
1
De Vallière, Dimitry
1
Dowd, Kevin
1
Fernholz, Robert
1
Gerhold, Stefan
1
Guasoni, Paolo
1
Hulley, Hardy
1
Jacka, Saul D.
1
Jouini, Elyès
1
Kabanov, Jurij M.
1
Kabanov, Yuri
1
Kim, Donghan
1
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1
Kohatsu-Higa, Arturo
1
Krühner, Paul
1
Kühn, Christoph
1
Maggis, Marco
1
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1
Molčanov, Il'ja S.
1
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1
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Finance and stochastics
The journal of futures markets
60
NBER working paper series
45
Journal of financial economics
44
The journal of finance : the journal of the American Finance Association
39
Journal of banking & finance
37
Working paper / National Bureau of Economic Research, Inc.
37
The review of financial studies
36
NBER Working Paper
34
Discussion paper / Centre for Economic Policy Research
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Finance research letters
26
International review of financial analysis
25
Pacific-Basin finance journal
25
Journal of financial markets
21
Energy economics
20
Journal of empirical finance
20
International journal of theoretical and applied finance
19
Journal of financial and quantitative analysis : JFQA
19
Journal of international financial markets, institutions & money
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Discussion papers / CEPR
18
Economics Papers from University Paris Dauphine
18
Quantitative finance
18
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
Journal of mathematical economics
16
Working paper
16
Mathematics and financial economics
15
Applied economics
14
Discussion paper / LSE Financial Markets Group
14
Working Paper
14
Annals of finance
13
Finance and Stochastics
13
Journal of international money and finance
13
Review of finance : journal of the European Finance Association
13
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12
Review of quantitative finance and accounting
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
The European journal of finance
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ECONIS (ZBW)
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1
Arbitrage
problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
2
The value of informational
arbitrage
Chau, Huy N.
;
Cosso, Andrea
;
Fontana, Claudio
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
Saved in:
3
Prospective strict no-
arbitrage
and the fundamental theorem of asset pricing under transaction costs
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1049-1077
Persistent link: https://www.econbiz.de/10012114690
Saved in:
4
Complete and competitive financial markets in a complex world
Cassese, Gianluca
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 659-688
Persistent link: https://www.econbiz.de/10012665198
Saved in:
5
Universal
arbitrage
aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
6
No
arbitrage
of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
Saved in:
7
Fragility of
arbitrage
and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
8
Asymptotic
arbitrage
with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
9
Risk
arbitrage
and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
10
Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
Saved in:
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