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~subject:"Arbitrage Pricing"
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Arbitrage Pricing
Option pricing theory
7
Optionspreistheorie
7
Arbitrage pricing
6
Option trading
5
Optionsgeschäft
5
Arbitrage
4
Derivat
4
Derivative
4
Theorie
4
Theory
4
Simulation
3
European options
2
Hedging
2
Market models
2
Portfolio selection
2
Portfolio-Management
2
algorithmic trading
2
no-arbitrage
2
American lookback option
1
Arbeitskampf
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
British lookback option with fixed strike
1
Börsenkurs
1
Commodity exchange
1
Control theory
1
Electronic trading
1
Elektronisches Handelssystem
1
Energiemarkt
1
Energy market
1
Evaluation
1
Factor analysis
1
Faktorenanalyse
1
Großbritannien
1
Handel
1
Implied volatility
1
Industrial action
1
Kontrolltheorie
1
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Article
6
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6
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English
6
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Benth, Fred Espen
1
Britten-Jones, Mark
1
Cohen, Samuel N.
1
Ekeland, Lars
1
Guijarro-Ordonez, Jorge
1
Hauge, Ragnar
1
Jörnsten, Kurt O.
1
Miller, Shane M.
1
Neuberger, Anthony
1
Nielsen, Bjørn Fredrik
1
Platen, Eckhard
1
Reisinger, Christoph
1
Ubøe, Jan
1
Wang, Sheng
1
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Applied mathematical finance
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Annals of finance
11
NBER Working Paper
11
Discussion paper / Centre for Economic Policy Research
10
Economics letters
10
Mathematics and financial economics
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Research paper series / Swiss Finance Institute
9
Gabler Edition Wissenschaft
7
Journal of economic theory
7
Swiss Finance Institute Research Paper
7
The journal of computational finance
7
Journal of economic dynamics & control
6
Applied financial economics
5
Asia-Pacific financial markets
5
CESifo working papers
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
International review of economics & finance : IREF
5
Journal of econometrics
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Warwick economic research papers
5
Discussion paper series / LSE Financial Markets Group
4
Europäische Hochschulschriften / 5
4
Financial markets and asset pricing
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Quantitative finance
4
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1
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:
2
High-dimensional statistical
arbitrage
with factor models and stochastic control
Guijarro-Ordonez, Jorge
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10012210319
Saved in:
3
Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
Saved in:
4
Strategic pricing of commodities
Jörnsten, Kurt O.
;
Ubøe, Jan
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10003916622
Saved in:
5
A note on
arbitrage
-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
6
Arbitrage
pricing with incomplete markets
Britten-Jones, Mark
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10001217782
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