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~subject:"Option pricing theory"
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Search: subject_exact:"Arbitrage pricing model"
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Option pricing theory
Arbitrage Pricing
487
Arbitrage pricing
487
Theorie
285
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285
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147
CAPM
115
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85
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Finance and stochastics
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7
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4
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
Saved in:
2
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
3
A financial market with singular drift and no arbitrage
Agram, Nacira
;
Øksendal, Bernt K.
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 477-500
Persistent link: https://www.econbiz.de/10012586178
Saved in:
4
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:
5
The contributions of Stephen A. Ross to financial economics
Brown, Stephen J.
;
Dybvig, Philip H.
;
Goetzmann, William N.
- In:
Annual review of financial economics
13
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012612519
Saved in:
6
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:
7
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
8
Arbitrage-free conditions for implied volatility surface by Delta
Wang, Ximei
;
Zhao, Yanlong
;
Bao, Ying
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 819-834
Persistent link: https://www.econbiz.de/10012120342
Saved in:
9
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:
10
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
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