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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Theorie
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Arbitrage Pricing
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32
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25
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23
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fundamental theorem of asset pricing
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Jarrow, Robert A.
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Frahm, Gabriel
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2
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2
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2
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of world investment & trade : law, economics, politics
228
Journal of international economic law
124
Journal of world trade : law, economic policy, public policy
106
Appellate Body Reports
79
Journal of financial economics
71
NBER working paper series
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The review of financial studies
37
Recht der internationalen Wirtschaft : RIW ; Betriebs-Berater international
35
Finance research letters
33
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33
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International review of financial analysis
30
Research paper series / Swiss Finance Institute
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Journal of empirical finance
29
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Documents de travail du Centre d'Economie de la Sorbonne
25
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics and financial economics
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European yearbook of international economic law
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ECONIS (ZBW)
83
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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
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:
3
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:
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
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
6
Do
arbitrage
-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
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
No-
arbitrage
pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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