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~isPartOf:"Quantitative finance"
~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
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Arbitrage Pricing
9
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9
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4
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Quantitative finance
Research paper / Quantitative Finance Research Group, University of Technology Sydney
Finance and stochastics
33
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22
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1
The Black-Scholes equation in the presence of arbitrage
Farinelli, Simone
;
Takada, Hideyuki
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2155-2170
Persistent link: https://www.econbiz.de/10013490935
Saved in:
2
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
3
Robust statistical arbitrage strategies
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
4
Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1771-1774
Persistent link: https://www.econbiz.de/10012194825
Saved in:
5
Benchmark model with intensity based jumps
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732762
Saved in:
6
Arbitrage in continuous complete markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001732810
Saved in:
7
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
Saved in:
8
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619270
Saved in:
9
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619289
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